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]

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


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
Date   Wed, 3 Apr 2013 01:05:06 -0400

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.
*
*   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