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Re: st: probit convergence -- or not

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: probit convergence -- or not
Date   Thu, 24 Jan 2008 16:59:56 +0000 (GMT)

--- [email protected] wrote:
> I'm running a probit on a set of many thousands of observations.
> There are a few thousand variables involved, most of which are
> dummies hith very few 1s.
> (I weeded out the constant-0 variables ahead of time.)

This to me sounds like you are trying to do some kind of fixed effects
model by adding dummies. Bad news is you can't do it that way:

The good news is that you can do an fixed effects logit with -xtlogit-.

This is also more likely to converge.

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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