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From |
Klaus Pforr <kpforr@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Sun, 05 Feb 2012 15:37:15 +0100 |

<> Hello, Am 04.02.2012 13:33, schrieb k7br@gmx.fr:

Hello everyone, Sorry for the delay.. I had to try your very interesting suggestions before anything else... ********************************* 1) Richard, Clyde, thank you for your interesting comments but the option from doesnt help... Stata cannot converge : Iteration 0: log likelihood = -1.#INF Iteration 1: log likelihood = -1.#IND Hessian is not negative semidefinite ********************** 2) Klaus, indeed I try to estimate a Fixed effect logit, not a random effect. However are you sure that Stata uses the pooled coefficients from the plain logit estimation? Indeed if I send the Stata command : logit Y DUM CONT, the computation takes a few seconds only to converge, but the results are quite different from the logit fixed effect SAS estimation... One parameter has the opposite sign for example which probaly means that including dummies by individual is important.. ;-)

By the way I have checked that there is indeed enough variation in the DUM categorical variable so I do not think the problems are coming from the variables... ******************** MORE IMPORTANTLY : 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

Klaus -- __________________________________ Klaus Pforr MZES AB - A Universität Mannheim D - 68131 Mannheim Tel: +49-621-181 2797 fax: +49-621-181 2803 URL: http://www.mzes.uni-mannheim.de Besucheranschrift: A5, Raum A309 __________________________________ * * 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: SAS vs STATA : why is xtlogit SO slow ?***From:*k7br@gmx.fr

**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

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