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Re: st: likihood function is not concave in clogit model

From   Maarten Buis <>
Subject   Re: st: likihood function is not concave in clogit model
Date   Fri, 29 Jun 2012 14:58:25 +0200

On Fri, Jun 29, 2012 at 2:23 PM, Nina YIN wrote:
> As you suggested, I tried use products and year fixed effect
> separately, however, it says that the year dummies omitted because of
> no within-group variance.
> The year dummies is the same as individual attributes which cannot be
> added in this type of model, right?

That really depends on your data and your model, but to me it sounds
like you did something(*) wrong. I would not expect time to be
constant within an individual.

-- Maarten

(*) The problem is that that "something" could be just about anything,
from a problem in the data preparation, to model specification, and
anything in between. Diagnosing such vague problems is much much
easier in a face-to-face setting than via forum like statalist. So I
would recommend to find someone within your institute that can help
and make an appointment with him or her. Be prepared to leave that
appointment with an entirely different model.

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