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st: Re: Re: st: Clogit does not converge (Stata returns “not concave” for every iteration) – possible dummy variable problem in a DCE
From
"JVerkuilen (Gmail)" <[email protected]>
To
[email protected]
Subject
st: 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 21:07:24 -0400
On Thu, Mar 21, 2013 at 7:50 PM, James Buchanan
<[email protected]> wrote:
> 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.>
As I said, it sounds like you have an unidentified model. I didn't
catch it, but are the variables you added constant within the options?
You might want to see if a mixed logit works. Conditional logit
removes individual effects by conditional maximum likelihood, but just
like fixed effects estimation in mixed models, it is costly.
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