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Re: st: mlogit iterations not concave
Jessica Bishop-Royse <firstname.lastname@example.org>
Re: st: mlogit iterations not concave
Sun, 21 Mar 2010 22:42:26 -0400
Thank you for the iter(20) option. I did seem to find some of my
items that were problematic. Not sure there is anything I can do
about it, since I feel like I should include the variables that were a
problem (maybe reconsider what I am using as a reference group). I
appreciate your help.
On Sun, Mar 21, 2010 at 4:46 PM, Partha Deb <email@example.com> wrote:
> I suggested you reduce the number of categories for your dependent variable.
> It should help you identify sources of singularity or near-singularity,
> which is almost certainly the reason for the "non concavity". I though you
> were including county-indicators but now it seems that you have county-level
> continuous variables. If so, keep them as continuous variables.
> Categorizing those makes is more likely you run into problems with "empty"
> cells. Your overall problem is, almost surely, that your model is not well
> To get a feel for where your problem is add the -iter(20) option to your
> -mlogit- command. -mlogit- will then stop iterating after 20 iterations and
> produce a table of coefficients / standard errors. Look for coefficients
> that are too big / small and/or standard errors that are too big / small or
> "." .
> Hope this helps.
> Jessica Bishop-Royse wrote:
>> Dear StataListers,
>> I am working on a project where I am trying to estimate a mlogit for a 9
>> category nominal dv (cause of death), using both county level predictors
>> counties) and individual level predictors (continuous vars like education
>> and age as well as dummied vars like not married). When I run county level
>> ivs by themselves with the dv, I get significant results. When I run
>> individual level ivs by themselves with the dv I get signficant results.
>> When I try to incorporate both, county level predictors don't seem to be
>> I originally was trying to estimate multilevel models (gllamm) when it was
>> suggested that I try mlogit for the timebeing. I also dummied the county
>> level variables (so that they are no longer continuious, but rather
>> representative of established cutpoints). It was also suggested last week
>> that I collapse my dv into fewer categories. However, when I do this,
>> runs and runs and runs and gives me the message that iterations are "not
>> concave". However, no such problems modeling with the 9 category
>> variable (just not significant results for county level predictors).
>> My question is this: what is this "not concave" message? And is this an
>> indicator that I need to abandon mlogit? Opinion?
>> . mlogit cause6death black maternaled maternalage real_parity for_born
>> pncint pncadqp pncindq crisisbirth multiple if birth1980==1, rrr
>> Iteration 0: log likelihood = -10390.13
>> Iteration 1: log likelihood = -10242.229
>> Iteration 2: log likelihood = -9337.9062
>> Iteration 3: log likelihood = -9238.5535
>> Iteration 4: log likelihood = -9220.1816
>> Iteration 5: log likelihood = -9217.2186
>> Iteration 6: log likelihood = -9216.5682
>> Iteration 7: log likelihood = -9216.4613
>> Iteration 8: log likelihood = -9216.4493
>> Iteration 9: log likelihood = -9216.4468
>> Iteration 10: log likelihood = -9216.4463
>> Iteration 11: log likelihood = -9216.4461
>> Iteration 12: log likelihood = -9216.4461
>> Iteration 13: log likelihood = -9216.4461 (not concave)
>> Iteration 14: log likelihood = -9216.4461 (not concave)
>> Iteration 15: log likelihood = -9216.4461 (not concave)
>> Iteration 16: log likelihood = -9216.4461 (not concave)
>> Iteration 17: log likelihood = -9216.4461 (not concave)
>> end of do-file
>> Jessi Bishop-Royse
>> "Without a struggle, there can be no progress."
>> Fredrick Douglass
>> * For searches and help try:
>> * http://www.stata.com/help.cgi?search
>> * http://www.stata.com/support/statalist/faq
>> * http://www.ats.ucla.edu/stat/stata/
> Partha Deb
> Professor of Economics
> Hunter College
> ph: (212) 772-5435
> fax: (212) 772-5398
> Emancipate yourselves from mental slavery
> None but ourselves can free our minds.
> - Bob Marley
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
"Without a struggle, there can be no progress."
* For searches and help try: