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Re: st: clogit, "initial values not feasible" error


From   sjsamuels@gmail.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: clogit, "initial values not feasible" error
Date   Thu, 17 Dec 2009 16:10:28 -0500

I don't know if this is related to your issue. Probabilistically,
events originate in a  province, not in the country exported to.  If
you have multiple observations per province, it appears to me that
"province" should be the group variable for -clogit- with a separate
analysis for each country.

Think of it this way. "Fixed effects" are (unobserved) intercepts for
each country.  If you have enough data (you might!), you could fit a
separate dummy for each country, in addition to the covariate you now
have. This would be an "ordinary" unconditional logistic model.  This
model would not make sense to me.

I am not an econometrician, so I may  completely misunderstand your
problem. If so, I am sure that one of the econometric experts on the
list will set me straight.

-Steve


On Wed, Dec 16, 2009 at 8:25 AM, joachim jarreau
<joachim.jarreau@gmail.com> wrote:
> Hi statalist,
>
> I am trying to fit a conditional logit model on some 160,000 obs.;
> there are about 150 groups spanning 11 years. In the specification Id
> want to include 3 additional sets of fixed effects; so that the
> command line is of the type :
>
> clogit export x1 x2 x3  provd* secd* yeard*, group(country)
>
> where "export" is a binomial variable for positive exports in a given
> sector and year, from a province to a given country. "provd", "secd"
> and "yeard" are corresponding sets of dummies.
> I get "initial values not feasible" (r1400) as error message.
> Ive got two questions:
>
> - What is the critical aspect that makes this specification to heavy
> to implement/prevents convergence? what should I cut? Do you think
> there are too many observations, too many dummy variables, or both?
> (Im am trying these alternative solutions, but any indication
> concerning a preferred direction to search would be helpful).
>
> - In searching through precedent posts on the topic, i found a
> reference to a possibility to feed results from an OLS estimation into
> a clogit estimation. How can one do this? do you think it would help?
>
> Thank you in advance for any advice.
>
> Cheers,
>
> joachim
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-- 
Steven Samuels
sjsamuels@gmail.com
18 Cantine's Island
Saugerties NY 12477
USA
845-246-0774

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