Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
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
<james.buchanan@dph.ox.ac.uk> 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.

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index