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RE: Re: 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   RE: 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 23:50:36 +0000

Totally skimpy. But it's only a simulation, and it probably helps to think of the simulation as 160 choices, rather than 10 patients. Regardless, I've tried running the same model on 200 patients (i.e. 3200 choices) and I get the same problem. I should have made the latter clear in my initial post, apologies.

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Williams
Sent: 21 March 2013 23:39
To: 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

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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