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Re: st: non-linear models not converging


From   Kelvin Mulungu <kelvin.statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: non-linear models not converging
Date   Wed, 22 May 2013 15:53:23 +0300

Bernard,

I had the same problem sometime last week. Am not sure this is a
standard solution but it worked for me. Start simple- begin with
simple models in the line of your problem and build on to the
complicated model you want run and see where exactly the model will
stop converging. Add variables in a step-wise fashion, i.e. start with
what you think are the most crucial variables and lets say begin with
two and keep adding the variables you think influence your Y.

Finally, check your data to make sure it can handle that type of
model. In some cases, the data may not allow you to run such a model.

Hope this helps, though am not sure what type of non-linear model you
are trying to run.

On Wed, May 22, 2013 at 3:43 PM, James Bernard <jamesstatalist@gmail.com> wrote:
> Hi all,
>
> I understand that the numeric methods used for estimation of models in
> Stata (and any other package) may result in a model that does not
> converge.
>
> Do you happen to know of any trick to help make the model converge? To
> increase the chance of converging?
>
> Thanks,
> James
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