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Re: st: mlogit problem


From   saqlain raza <bhatti_sb@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: mlogit problem
Date   Sun, 17 Feb 2013 16:31:57 -0800 (PST)

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.
> 
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