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st: -xtlogit- : rnd fx model fails to converge?


From   Jason Thompson <[email protected]>
To   statalist <[email protected]>
Subject   st: -xtlogit- : rnd fx model fails to converge?
Date   Wed, 09 Nov 2005 14:04:56 -0600

Why might a random-effects model with about 20 covariates run with -xtlogit, i(panelvar)- on about 135,000 observations divided across 125 panels churn for 300+ iterations without returning either a result or an error? Finagling the quadrature parameter doesn't seem to have an effect. However, -xtlogit- successfully estimates a model using a few fewer variables in about 10 iterations. Am I possibly coming up against some limit in terms of the number of allowable covariates? Any other insights?


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