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Re: st: Convergence never achieved with MI impute chained

From   Maarten Buis <>
Subject   Re: st: Convergence never achieved with MI impute chained
Date   Thu, 21 Jun 2012 10:48:30 +0200

On Thu, Jun 21, 2012 at 10:15 AM, Lena Lindbjerg Sperling wrote:
> I just looked at the mail again, and the data is not as bad as it looks, as I'm only imputing on the employed population (lstatus==1) and when we only look at them mi describe shows:
>  mi describe
>  Style:  wide
>          last mi update 21jun2012 10:03:51, 18 seconds ago
>  Obs.:   complete        2,702
>          incomplete        912  (M = 0 imputations)
>          ---------------------
>          total           3,614
>  Vars.:  imputed:  7; occup(126) ocusec(144) whours(167) edulevel(171) ocu(228) industry(204) mwage(598)

Just looking at the variable names I suspect that this is an extremely
hard model to estimate. How many categories do the variables occup,
ocusec, ocu, and industry have? Are there combinations of three or
less of these that for some observations perfectly predict one or more
remaining variables? For example, if we know that someone is a mayor
than we also know that (s)he is working in the public sector.

> Iteration 14:  log pseudolikelihood = -2454486.7  (not concave)
> Not completely sure what this means. Can you see where things are wrong from this?

It means that this sub-model did not converge, probably because of the
problems indicated above.

> When I use -mi xeq 0: mlogit - the result is:
> m=0 data:
> -> mlogit
> last estimates not found
> r(301);
> But I thought it was the observed data...which should be there?

What you asked for was for Stata to replay the last -mlogit- command,
and it replied that the last command wasn't -mlogit-. You probably
pressed break before the model finished estimating, which makes sense
if it did not converge.

Hope this helps,

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

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