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st: Clogit does not converge (Stata returns “not concave” for every iteration) – possible dummy variable problem in a DCE


From   James Buchanan <james.buchanan@dph.ox.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Clogit does not converge (Stata returns “not concave” for every iteration) – possible dummy variable problem in a DCE
Date   Thu, 21 Mar 2013 21:15:53 +0000

I am analysing the results of a simulated discrete choice experiment. I want to make sure my data matrix is set up correctly prior to launching the DCE. I have simulated 10 patients, each of whom makes 16 choices (2 options in each choice). Each choice has 6 attributes, and each attribute has four levels. The first four attributes are continuous variables. If I regress these four attributes against my dependent variable (pref) using clogit everything works fine. The final two attributes are categorical variables. As soon as I add these variables as dummies (either standard (1,0) dummy variables or using effects coding (1,0,-1)) clogit refuses to converge. Each iteration returns a not concave message, and I get no results.

The syntax I am using is: clogit Pref ASCa Time Cost Eff Rel Info1 Info2 Info3 Who1 Who2 Who3, group(Unique_Q)

Pref = choice variable (1 or 0)
ASCa = alternative specific constant for option A
Time, Cost, Eff, Rel = continuous attributes
Info1, Info2, Info3 = categorical variable 1 converted to 3 dummy variables (there is an Info0 but this has been dropped to avoid the usual dummy variable problem)
Who1, Who2, Who3 = categorical variable 2 converted to 3 dummy variables (Who0 dropped)
Unique_Q = a unique id value for each choice

If I add iter(20) to the end of the syntax, I see that the standard errors for Info2 and Info3 are undefined (“.”), and Stata warns me that convergence has not been achieved.

My design is efficient (d-error of 0.051899), there is perfect level balance, minimal overlap, and there are no dominated alternatives. I am using the current version of Stata (12.1) on Windows 7.

Does anybody have any idea why I'm getting this error?



James Buchanan
NIHR Doctoral Research Fellow
Health Economics Research Centre

t: 01865 289262 | e: james.buchanan@dph.ox.ac.uk | w: http://www.herc.ox.ac.uk/people/james
Department of Public Health | University of Oxford | Old Road Campus | Headington | Oxford | OX3 7LF

T: http://twitter.com/HERC_Oxford | F: http://www.facebook.com/healtheconomicsresearchcentre


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