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st: Probit regression does not work, convergence not achieved


From   xzhou <xzhou10@gsu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Probit regression does not work, convergence not achieved
Date   Mon, 3 Jun 2013 13:03:24 -0700 (PDT)

Hi All,
I'm trying to run Probit regressions for a binary outcome model. I have two
binary outcomes, A and B. B is a sub-population of A. The proportion of A
being 1 is 25% and of B being 1 is 12%. When I run probit for outcome A, it
went well, but when I try outcome B, the estimation went for overnight, and
after thousands of iterations of the ML, the STATA said "convergence not
achieved, r(430)". I tried to use alternatives, such logit model, or glm X X
X, f(b) l(p), none of them gave me a results. I'm also sure that I don't
have separation problem of my data. Can somedoby help me out? THX. 
Best,
Teri.



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