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Re: st: asclogit not converging


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: asclogit not converging
Date   Tue, 19 Feb 2013 11:34:23 -0500

On Tue, Feb 19, 2013 at 10:24 AM, Jacobs, David
<jacobs.184@sociology.osu.edu> wrote:
> One possible culprit that you might not have already checked concerns disparities in the range of explanatory variables.
>
> If you have a variable like U.S. city population, which may run from (say) 25,000 to almost 9 million, divide that variable by 10,000 or 100,000 or whatever it takes to get the variable in question down to a range like that of the rest of the variables in your model.  I find this simple trick often works when zero inflated or other count models won't converge.
>
> It may work for your models.

Beyond a linear change of scale, a transformation like taking the log
may also be in order when you have variables like that, because NYC at
9 million will be a HUGE leverage point, and categorical data models
are affected by leverage points. Yes New Yorkers are a bunch of
self-centered jerks who don't acknowledge the rest of the universe but
that doesn't mean your model should follow suit.

(Note: I live there. ;)

Jay

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