Re: st: Dirifit / ddirifit: "maximum number of iterations exceeded"

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- Martin Gelter wrote:
> > Depending on which control variables we use, we
> > sometimes do not get results at all <snip> We 
> > suspect that one of the problems could be that 
> > we have many values in the matrix that are very
> > close to zero.

--- On Sun, 25/4/10, Mark Nichols wrote:
> I'd suggest you try linear models (ols). 

Normally I am not so sceptical about using simple 
methods (even though I co-wrote -dirifit-), but in
this case it is probably a bad idea. The reason is
that linear models don't do well near boundaries. 
In most data that is not a big deal as most of the
observations are usually far enough away from the
boundary to sorta ignore that issue. However, Mark
explained explicitly that this is not the case in
his data. Anyhow, if Mark desides to use -regress-
he should definately specify the -robust- option,
as there is certainly going to be heteroskedasticity.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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