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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Streg (gamma): discontinuous region encountered |

Date |
Fri, 18 Nov 2011 09:18:47 +0100 |

On Thu, Nov 17, 2011 at 10:51 PM, Jana von Stein wrote: > I am trying to fit a Gamma model to determine which distribution to use in > streg. The following happens: <snip> > Iteration 5: log pseudolikelihood = -129.37384 > cannot compute an improvement -- discontinuous region encountered > > Does anyone know what might be going on? Or if there is some other way to do > this? The gamma model is a very flexible model, but that also means that it requires data that contain a lot of information in order to estimate such models. Flexible models are nice as they extract a lot of information from the data, but it can only do so if the information is there in the first place. More observations means more information, but not all observations add the same amount of information. A dataset with a given number of observations contains less information if it has an categorical variable with one or more rare categories, or similarly, a continuous variable with low variance. That dataset also contains less information if some explanatory variables are more highly correlated. Your result means that your data does not contain enough information to estimate this model. You might be lucky and there is just enough information is there, but it has become such a difficult problem that you need to help Stata a bit. For example try to scale the variables such that the values aren't too big or too small, e.g. don't add annual income in euros/dollars but annual income in 1000s of euros or dollars. Make sure that for each variable the value zero is meaningful and within/close to the range of the data, e.g. if your sample consists of adults don't add year of birth but (year of birth - 1950). If you have explanatory variables that are highly correlated with one another you can look at -help orthog-. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Streg (gamma): discontinuous region encountered***From:*Jana von Stein <janavs@umich.edu>

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