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Re: st: Probit regression does not work, convergence not achieved


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Probit regression does not work, convergence not achieved
Date   Mon, 03 Jun 2013 18:58:13 -0500

The miracle solution is to add the -difficult- option and see if it works. My guess is it won't and that Nick is correct. Like Maarten always recommends, start with a really simple model and then gradually make it more complicated. That will hopefully show you what variables are causing you grief.

At 04:25 PM 6/3/2013, Nick Cox wrote:
The best guess is that you tried to fit too complicated a model, but
there are other possibilities.

There is no information here on

1. Sample size.

2. Numbers of 0s and 1s.

3. Structure of predictors, including interaction terms. (Often people
try to fit a model with many predictors to a rather small dataset.)

4. Distribution of predictors, including any highly skewed variables
or variables with outliers.

Nick
njcoxstata@gmail.com

Teri ( Xilin  Zhou)  [edited]

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.

When I run -probit- for outcome A, it went well, but when I try
outcome B, the estimation went on over-night, and after thousands of
iterations of the ML, Stata reported "convergence not achieved,
r(430)".

I tried to use alternatives, such as -logit-, or -glm,  f(b) l(p)-,
but none of them gave me results.

I'm also sure that I don't have a separation problem of my data. Can
somebody help me out?
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Richard Williams, Notre Dame Dept of Sociology
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