Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down at the end of May, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Joseph Coveney" <jcoveney@bigplanet.com> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: SAS vs STATA : why is xtlogit SO slow ? |

Date |
Sun, 5 Feb 2012 15:15:31 +0900 |

k7br@gmx.fr wrote: . . . Iteration 0: log likelihood = -1.#INF Iteration 1: log likelihood = -1.#IND Hessian is not negative semidefinite . . . when I compare SAS's results with STATA on a MUCH (really much) smaller sample (less than 2000 observations, 146 individuals, 11 points on average per individual) then the results are exactly the same between the two systems (same point values + standars errors+ P-values)... thus suggesting that something bad is going on when STATA try to fit the fixed effect logit model on a larger dataset ... So I am puzzled ... What do you think ? Thanks again for your help -------------------------------------------------------------------------------- I would hate to have this thread end on the sentiment that "something bad is going on when STATA try to fit the fixed effect logit model on a larger dataset", but I'm afraid that unless you start providing relevant details, no one is going to be able to help you much more. Take a look at the list's FAQ (URL below), especially peruse Sections 3.1 to 3.3, and come back with something substantive that we can respond to. (You might want to give Section 8.2 a quick glance, too.) Why do you assume that the problem is Stata's? The tenor of your postings here have been in the same vein as if you'd posted something on SAS-L to the effect of, "Why does SAS claim convergence in a fixed-effects logistic regression model when I have it on good authority that the log-likelihood is indeterminate and the Hessian is not negative semidefinite?". (By the way, does SAS actually claim convergence? You haven't shown us much of anything about your problem, including anything from either the SAS .LST file or .LOG file, to substantiate your assertions.) Joseph Coveney * * 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/

**References**:**Re: st: SAS vs STATA : why is xtlogit SO slow ?***From:*Clyde B Schechter <clyde.schechter@einstein.yu.edu>

**Re: st: SAS vs STATA : why is xtlogit SO slow ?***From:*Klaus Pforr <kpforr@googlemail.com>

**Re: st: SAS vs STATA : why is xtlogit SO slow ?***From:*k7br@gmx.fr

- Prev by Date:
**Re: st: SimpleSlopes in Multilevel Models** - Next by Date:
**Re: st: re: nearstat version** - Previous by thread:
**Re: st: SAS vs STATA : why is xtlogit SO slow ?** - Next by thread:
**Re: st: SAS vs STATA : why is xtlogit SO slow ?** - Index(es):