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Re: st: non-linear models not converging


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: non-linear models not converging
Date   Wed, 22 May 2013 14:13:14 +0100

This is my missing #7.
Nick
njcoxstata@gmail.com


On 22 May 2013 14:08, Maarten Buis <maartenlbuis@gmail.com> wrote:
> One trick that often helps with this kind of model is to make sure
> that all independent/explanatory/right-hand-side/x-variables have the
> value 0 at a meaningful point within (or near) the range of the data.
> So don't use "year of birth in years since the year 0" but for example
> "year of birth in decades since 1950" ( = (year of birth - 1950 ) / 10
> ). The logic is that these models add a model for the constant. If
> that refers to a point way outside the range of the data, it sometimes
> becomes difficult.
>
> On Wed, May 22, 2013 at 2:56 PM, James Bernard <jamesstatalist@gmail.com> wrote:
>> Thanks both,
>>
>> I am running -xtpoisson random effect.... it does not converge!
>>
>> Thanks,
>> James
>>
>>
>> On Wed, May 22, 2013 at 8:53 PM, Kelvin Mulungu
>> <kelvin.statalist@gmail.com> wrote:
>>> 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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>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
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