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SV: st: Reoprob - problem with convergence and superxt

From   Andrea Mannberg <>
To   "" <>
Subject   SV: st: Reoprob - problem with convergence and superxt
Date   Sun, 19 Jun 2011 21:19:12 +0200

Thanks Maarten,

Actually, I did go back to the data to try to figure out what was wrong with the variable. The strange thing is that the number of observations in each category is fairly well balanced. It is only one category in one time period that has a substantially higher number of observations than the others. I must be missing something, so I'll go back to the data again to try to figure out what it is. Thanks a lot for taking time to answer my question!

Från: [] f&#246;r Maarten Buis []
Skickat: den 17 juni 2011 17:48
Ämne: Re: st: Reoprob - problem with convergence and superxt

On Fri, Jun 17, 2011 at 4:13 PM, Andrea Mannberg  wrote:
> I am trying to estimate a random effects ordered probit model of the form
> reoprob trust_trade ptreatment treatment  year99 tradeout age sex read write maleadult femaleadult oxen livestock landarea security1 security2 conflict zone , i(hhid) quadrat(12) level(95)
> Where the dependent variable has 4 categories. I have tried changing the quadrature, the level, and the tolerance levels (ltol and tol) , nothing helps. Stata is having a problem of getting the "constant only" model to converge.

The constant only model is a very simple model. So, if that does not
converge than that is an indication that there is something seriously
wrong with your model, and it is unlikely that tricks like -superxt-
are going to work in such situations. In those situations you need to
go back to your data and inspect that very carefully and find the
problem. In this case I suspect that your dependent variable has some
very rare categories, which means you'll probably need to merge that
category with an adjacent category.

Hope this helps,

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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