Christer Thrane wrote:
I have a panel data set with approximately 5 000 persons surveyed in 12
consecutive years totalling about 60 000 observation/years.
If a regress earnings on gender, age, agesq, exp, gpa, year (the panel
identifier; i.e. the time dimension) plus a few dummies for region with the
cluster option [cluster(id)], Stata produces the expected results results in
about two seconds.
If i ty to estimate:
qreg
bsqreg
clad
on the same variables (ignoring the cluster option) I get:
convergence not achieved
r(430);
I have tried to set # of iterations to 100, 500, 800--nothing helps...
If I try:
xtgls
on the same variables I get:
matsize too small - should be at least 5185
r(908);
Any suggestions?
--------------------------------------------------------------------------------
I don't know about the robust regressions not converging, but you can -set
matsize- to overcome the problem with the matsize-too-small error.
It might be helpful if you posted your exact code.
Joseph Coveney
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