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Re: st: RE: Backed Up Iteration

From   Anna-Leigh Stone <>
Subject   Re: st: RE: Backed Up Iteration
Date   Wed, 25 Jan 2012 20:54:17 -0600

I am lead to believe the model is suited for the data. I was able to
run the exact same code with a similar dataset a month ago and
everything ran well. It is something within this dataset. It has the
same number of variables but 3 times the number of observations as the
other dataset that I ran. Could that be the issue? I tried simplifying
the model and it run when there are 3 out of 15 of the variables but
when I add a fourth variable regardless of which variable I add it
gets hung up again.

On Wed, Jan 25, 2012 at 2:57 PM, Nick Cox <> wrote:
> Often and often. It is very difficult to tell from this kind of report whether you are trying to fit a model that is a bad idea for your data or the fitting process is just a bit tricky (or both). As you have several predictors, fitting an overcomplicated model really is a possibility, whatever the scientific (or non-scientific, e.g. economic) grounds for wanting to use them all. You could try tuning the -ml- engine by e.g. changing -technique()-. Simplifying the model first and then introducing complications gradually can sometimes isolate problematic predictors.
> Nick
> Anna-Leigh Stone
> I am using Stata 12.0 and I am attempting to run a fractional probit
> regression with the command: glm dependent independent, fa(bin)
> link(probit) cluster(gck). I have made sure that the dependent
> variable values are not negative. I have 1500 dependent variable
> observations out of 69,900 that fall at 0 and 1. Regardless of whether
> I leave in the 0 and 1 values or take them out, I get the same log
> likelihood iteration followed by backed up. It continues like this and
> does not converge until I break it.
> Has anyone else had this problem and know a solution to it? I do have
> several variables but they are all necessary to my regression. I have
> also tried the difficult option but that does not work either.
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Anna-Leigh Stone
Finance PHD Candidate 2014
MA/EC 2011
MSF 2010

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