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

["JVerkuilen (Gmail)" <jvverkuilen@gmail.com>]

On Tue, Apr 2, 2013 at 6:51 PM, Tom <tommedema@gmail.com> wrote:
> Dear Jay,
>
> At first I thought that the problem may indeed be related to near
> perfect prediction, but this would only be possible with a very small
> sample size (it is not possible to perfectly predict prices with large
> samples). Therefore I looked if any of the groups had a small number
> of observations, and indeed there were a few due to some missing
> values. I removed these such that every group now has at least 250
> observations, but the issue remains and seems to be exactly the same.
> Therefore I do not think this is related to "near perfect prediction
> issues".

I'm not convinced that this is wrong, but you've looked at it so it
makes sense to look elsewhere.


>
> For completeness, this is a log of the (still running) regression
> showing that it cannot compute:
> http://pastebin.com/Pe2PYTXw
>
> I'm still getting such messages:
> log likelihood =    -1.#INF
> (initial step bad)

Yeah that's clearly bad and not going to work.



> What else can I try or what other information can I provide? The
> methods I know on finding leverage points require me to actually get
> the regression/estimation results. What approach do you suggest,
> considering that I cannot get the results?

Leverage is entirely about the X matrix so you can simply use regress
and ask for the leverages in postestimation.

Mind you I'm not super confident I'm correct, but it's something to look at.
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