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Re: st: Probit regression does not work, convergence not achieved (out of office until12th June)


From   "Seyi Soremekun" <Seyi.Soremekun@lshtm.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Probit regression does not work, convergence not achieved (out of office until12th June)
Date   Tue, 04 Jun 2013 00:03:24 +0100

I am currently out of the office until the 12st June with limited email contact.
Please contact Angela Vega (angela.vega@lshtm.ac.uk) for any enquiries.

>>> "Seyi Soremekun" <Seyi.Soremekun@lshtm.ac.uk> 06/04/13 00:01 >>>

I am currently out of the office until the 12st June with limited email contact.
Please contact Angela Vega (angela.vega@lshtm.ac.uk) for any enquiries.

>>> Richard Williams <richardwilliams.ndu@gmail.com> 06/04/13 00:58 >>>

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
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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