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st: clogit, initial values not feasible


From   Glen Waddell <[email protected]>
To   [email protected]
Subject   st: clogit, initial values not feasible
Date   Mon, 19 Jan 2009 18:56:34 -0800

I am attempting a conditional logit model with obs in the 410,000 range. There are 70 groups spanning 9 years. I have four RHS variables of interest. Upon executing the clogit, "note: multiple positive outcomes within groups encountered" appears. This is expected, given the underlying data.

If I take a random sample (of approx 1 percent) the model runs successfully. However, the following error is returned when I attempt the full sample (or anything above a 10 percent sample).

initial values not feasible
r(1400)

This is returned whether or not I feed it initial values (e.g., from a comparable OLS specification). The return code and my experience with the small sample has me believing that size matters, in some sense. yet, I am finding this on a machine that allocates 15GB to memory in Stata. With the dimension above, what should I expect from clogit?

Thoughts?

--


Glen Waddell
Department of Economics  |  University of Oregon
http://www.uoregon.edu/~waddell



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