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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: ordered logistic integration problems |

Date |
Wed, 20 Mar 2013 19:20:54 -0400 |

Occasionally adding the -difficult- option will work miracles.

http://www.stata.com/support/faqs/statistics/logit-transformation/ http://www.ats.ucla.edu/stat/stata/faq/proportion.htm At 06:04 PM 3/20/2013, Bontempo, Daniel E wrote:

Can anyone explain the kind of data conditions that cause gllamm orglogit2 to spit out:flat or discontinuous region encountered numerical derivatives are approximate nearby values are missing could not calculate numerical derivatives missing values encountered r(430);I have a colleague with proportion data that only has about 12discrete values between 0 and 1 with about 90% 1's. Skew -3.27, Kurtosis>15.We want to model for 3 groups (between) and 3 occasions (within).Prior work published in 2000, had similar proportions and used HML(Gaussian) and got interpretable results. After looking at thedistributions, I suggested ologit might be more appropriate than regress.I was already concerned about these proportion DVs because mycolleague has calculated proportion correct of however many scorableevents there were, and the number of events differs a lot fromsubject to subject. Some have 2 some have 10. BUT - my question forthe moment is technical difficulty with numerical derivatives.Since there is occasion nested within person, I was interested ingllamm with the ologit link, as well as robust ologit with"cluster(subject)". I also tried glogit2 because I was unsure theparallel regression assumption was met.I easily get ologit to run. However both gllamm and glogit2 makesimilar complaints about missing or discontinuous numericalderivatives and do not complete. I tried the log-log link in glogit2since the values rise slowly from 0 and suddenly go to 1. I keptrounding to get fewer levels.I have to collapse to only 3 levels to get glogit2 to run. gllammkeeps telling me to use trace and check initial model, but when I doI see reasonable fixed effect values.Is ologit able to use an estimation method that avoids theseintegration issues?I am trying to get the disaggregated data so multilevel logisticregressions can be done, but it is not clear disaggregated data willbe available.Any pointers, advice, suggestions, references ... all appreciated. * * 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/

------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * 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/

**Follow-Ups**:**RE: st: ordered logistic integration problems***From:*"Bontempo, Daniel E" <deb193@ku.edu>

**Re: st: ordered logistic integration problems***From:*Stas Kolenikov <skolenik@gmail.com>

**References**:**st: ordered logistic integration problems***From:*"Bontempo, Daniel E" <deb193@ku.edu>

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