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


From   Jeph Herrin <stata@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
Date   Tue, 02 Apr 2013 09:51:06 -0400


To the other very good suggestions here, I'd add another. You don't say anything about your model, but if you are estimating an -fe- model and some (or even one) of the panels have all 0s or all 1s, the model will not converge. I have fit similar models to yours, but I usually have to drop all panels with no variation first.

You will also likely have problems if any of your `indvars' are panel level variables.

hope this helps,
Jeph



On 4/2/2013 8:28 AM, JVerkuilen (Gmail) wrote:
On Tue, Apr 2, 2013 at 8:24 AM, Tom <tommedema@gmail.com> wrote:

Insofar noone has explained why the computation is unsuccessful. It'd
be especially helpful if someone could explain why less precision
would allow the maximizer to do it's job.

Well I don't know but one direction to check is that that is a huge
dataset. So try randomly subsampling down to, say 10% and see if that
works. Maybe you're running into some weird memory or matrix size
problem. Usually Stata would appropriately whine, but who knows.
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