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| From | "JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Re: Re: st: Clogit does not converge (Stata returns “not concave” for every iteration) – possible dummy variable problem in a DCE |
| Date | Thu, 21 Mar 2013 21:07:24 -0400 |
On Thu, Mar 21, 2013 at 7:50 PM, James Buchanan <james.buchanan@dph.ox.ac.uk> wrote: > Totally skimpy. But it's only a simulation, and it probably helps to think of the simulation as 160 choices, rather than 10 patients. Regardless, I've tried running the same model on 200 patients (i.e. 3200 choices) and I get the same problem. I should have made the latter clear in my initial post, apologies.> As I said, it sounds like you have an unidentified model. I didn't catch it, but are the variables you added constant within the options? You might want to see if a mixed logit works. Conditional logit removes individual effects by conditional maximum likelihood, but just like fixed effects estimation in mixed models, it is costly. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/