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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Generalized lineal models with survey data |

Date |
Tue, 27 Jul 2010 18:02:00 +0100 |

No, you don't have any problems with the degrees of freedom, which is #PSUs - #strata = 837-4 = 833, and is reported as such. So I tend to believe in Steven's story about empirical underidentification of the overdispersion parameter: the likelihood is so flat in alpha that the curvature (inverse of the variance) of the likelihood wrt this parameter cannot be estimated with numeric accuracy that Stata would find acceptable to report. And yes, this is an indication that overdispersion is not such a great problem: coniditioning on covariates and taking weights into account seems to make your data approximately OK. As for the general convergence problems, they may be caused by the scale of weights. Note that your log pseudo-likelihood has 8 digits before the decimal point, and typically Stata wants to optimize things down to 7 or so digits after the decimal point, that is, you need to have about 15 reliable digits to declare convergence. That's too much to ask for, as 15 digits is the accuracy limit of the -datatype- double. In this situation (and in this situation only), it would be OK to relax the convergence criteria by specifying something like -ltolerance(1e-3)- instead of the default 1e-7; or rescale the weights so that they sum up to say sample size rather than the population size. On Tue, Jul 27, 2010 at 5:30 PM, Paolina Medina <carmencitamedina@gmail.com> wrote: > Thank you both, very much. > So this almost zero alpha, without a confidence interval can be taken > to indicate that there is no overdispersion in the model? > Here is my svyset statement and the complete output.. > I am using 52 regressors (including the constant), i really dont know > how many are the design degrees of freedom... But in fact whenever i > take any of these regressors i get a lot of troubles with convergence > in the survey results (not concave or backed up) and i have to throw > away many other regressors to get convergence again. > Do you know anything i can do to fix this? -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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/

**Follow-Ups**:**Re: st: Generalized lineal models with survey data***From:*Paolina Medina <carmencitamedina@gmail.com>

**References**:**st: Generalized lineal models with survey data***From:*Paolina Medina <carmencitamedina@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Paolina Medina <carmencitamedina@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Paolina Medina <carmencitamedina@gmail.com>

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