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RE: st: Warning convergence not achieved


From   Ebru Ozturk <ebru_0512@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Warning convergence not achieved
Date   Sun, 5 Aug 2012 20:42:54 +0300

Hi Billy,

Thank you. But what do you mean with the cell sizes? Actually I have a few dummy variables in the model and also I include 9 industry dummies. When I add industry dummies, the model does not work.

Ebru

----------------------------------------
> Subject: Re: st: Warning convergence not achieved
> From: william@williambuchanan.net
> Date: Sun, 5 Aug 2012 09:02:49 -0700
> To: statalist@hsphsun2.harvard.edu
>
> Hi Ebru,
>
> Have you checked the cell sizes for your dummy variables? If you have one or two dummy variables that make up a small percentage of your sample size you may want to collapse them into a single category. This type of issue happens often and Maarten Buis has given this advice to numerous folks on the Statalist who are having difficulties with model convergence.
>
> HTH,
> Billy
>
>
>
> On Aug 5, 2012, at 8:12 AM, Ebru Ozturk wrote:
>
> > Dear Joao,
> >
> > Thank you. Actually, when I run the Tobit estimation it works very well. But when I add industry dummies (9 industries) into the model it gives the warning. How can I deal with that?
> >
> > Kind regards
> > Ebru
> >
> >
> > ----------------------------------------
> >> From: jmcss@essex.ac.uk
> >> To: statalist@hsphsun2.harvard.edu
> >> Date: Sun, 5 Aug 2012 15:42:50 +0100
> >> Subject: RE: st: Warning convergence not achieved
> >>
> >> Dear Ebru,
> >>
> >> The reason may simply be that the Tobit ML estimates do not exist for your
> >> data set. This will happen, for example, if one of your regressors is a dummy
> >> that is equal to one only when y is equal to zero. The problem, in a different but
> >> related context is discussed here:
> >> http://www.sciencedirect.com/science/article/pii/S0165176510000832
> >> http://www.stata-journal.com/article.html?article=st0225
> >>
> >> A simple way to check for this is to run a probit instead of a Tobit, with the same
> >> y and the same regressors, and see if you have a "perfect predictor".
> >>
> >> Hope this helps,
> >>
> >> Joao
> >>
> >>
> >>> Dear All,
> >>>
> >>> When I run the tobit estimation, sometimes it gives this warning "convergence
> >>> not achieved". What could be the reasons? and how can I deal with that?
> >>>
> >>> Best wishes
> >>> Ebru
> >>> *
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> >>
> >>
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