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Re: st: No convergance?


From   Joseph Coveney <[email protected]>
To   Statalist <[email protected]>
Subject   Re: st: No convergance?
Date   Fri, 16 Dec 2005 21:52:06 +0900

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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