Thanks JVerkuilen for your response. N=360. Yes I want to do variables selection for my study. If this is not a good idea, what should I do?
Thanks again for your cooperation
Saqlain RAZA
PhD Researcher
----- Original Message -----
> From: JVerkuilen (Gmail) <jvverkuilen@gmail.com>
> To: statalist@hsphsun2.harvard.edu
> Cc:
> Sent: Sunday, February 17, 2013 4:07 PM
> Subject: Re: st: mlogit problem
>
> On Sun, Feb 17, 2013 at 6:46 AM, saqlain raza <bhatti_sb@yahoo.com> wrote:
>> Hello,
>> I am trying to fit -mlogit- with aroung 60 covariates (discrete and
> continous) initially to see the significnat variables. My dependent variable has
> four alternate choices. Upto 44 covariates it converges. But, if I add one more
> variable, iteration process starts and at the end, the result is not converged.
> Any help will be highly acknowleged.
>>
>> Saqlain
>> PhD Researcher
>
> You need to indicate your N but you are running a probably unfittable
> model. With 60 covariates in an mlogit model you have 180 parameters
> and the chances of a non-concave likelihood, collinearity problems or
> perfect prediction become higher and higher. This is simply going to
> fail. I'd really go back to rethink your problem as looking at
> statistical significance is usually not a very good way to do variable
> selection anyway.
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
