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


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
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
Germany


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