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Re: st: xtlogit: panel data transformation's recast to double makes model incomputable


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
Date   Tue, 2 Apr 2013 14:00:20 +0200

On Tue, Apr 2, 2013 at 1:38 PM, Tom  wrote:
> I am experiencing a very peculiar problem in STATA. I have a panel
> dataset with 8000 groups and 4 million observations. I want to run a
> fixed effects panel binary logistic regression (xtlogit).
>
> As you can read in [my original question][1], STATA's maximization
> algorithm cannot compute a solution when using `xtlogit`. I have
> reduced this problem to occurring when transforming the data to panel
> data, because:
>
> 1. running `logit depvar indepvars` works just fine
> 2. `logit depvar indepvars` does not maximize when first running
> `xtdata indepvars, fe clear`
>
> Therefore `xtdata` does something that causes the maximizer to fail.

I don't know how things work in STATA but if you mean Stata(*), then I
do not think that that is the right diagnosis. -xtlogit- does not do
what -xtdata- does, so the precision of the transformed variables is
not the source of your problem, since -xtlogit- does not transform the
variables. Anyhow, a "solution" that rests on less precision during
compution would be extremely suspicious. You don't like it, but the
solution remains the one that Nick proposed earlier: simplify your
model.

-- Maarten

(*) A quote from the Statalist FAQ, which everybody is asked to read
_before_ posting to Statalist:

Stata is an invented word, not an acronym, and should not appear with
all letters capitalized: please write "Stata", not "STATA".

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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