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


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Re: st: Clogit does not converge (Stata returns “not concave” for every iteration) – possible dummy variable problem in a DCE
Date   Thu, 21 Mar 2013 19:39:19 -0400

I've never run a model like this, but isn't ten subjects a little on
the skimpy side.?

Sent from my iPad

On Mar 21, 2013, at 5:17 PM, James Buchanan <james.buchanan@dph.ox.ac.uk> wrote:

> 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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