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st: RE: convergence problem

From   "Verkuilen, Jay" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: convergence problem
Date   Tue, 5 Jan 2010 17:20:42 -0500

Summer E. wrote:

>I am using xtgee to analyze cluster data. I was using binomial family, logit link, independent correlation, robust variance, which was working just fine and providing ORs. However, what I really want is RR, so I changed the link to log and this is working just fine when the independent variables are not continuous. When my independent variables include a continuous variable, the model is failing to converge. I was not having this problem when I was using logit. Any thoughts on why these models won't converge when using the log link and how to fix it?<

I would guess that it's generating inadmissible predicted values. The problem with log link on binomial data is that you're modeling the probability of response. Logit link constrains the predicted probability to lie in (0,1) whereas log link constrains the predicted probability to lie in (0,+Infinity). When your predicted probability is small, this won't be a problem but if you have events that are conditionally very likely, it's not unusual for your predicted probability to jump above 1. 

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