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Re: st: non-linear models not converging


From   James Bernard <[email protected]>
To   [email protected]
Subject   Re: st: non-linear models not converging
Date   Thu, 23 May 2013 12:41:53 +0800

Thanks all for the useful comments and tips

models behaving strangely are nightmare of every researcher.... but
that is research. It is difficult

On Thu, May 23, 2013 at 1:53 AM, JVerkuilen (Gmail)
<[email protected]> wrote:
> On Wed, May 22, 2013 at 12:41 PM, Jacobs, David
> <[email protected]> wrote:
>> Another quite simple but nevertheless useful technique:  Make sure that you don't have extremely large differences in the values of your explanatory variables.   For example, I've had this problem in count models when I enter state populations in their raw form along additional explanatory variables that were much smaller such as proportions or percentages.
>>
>> If this difficulty is present, multiply your original variable by .001 or .0001 or some such and try that remedy.
>
> As good as the QR algorithm is a truly poor choice of scaling is going
> to cause problems. It's generally good practice to scale your X
> variables yourself to be on roughly the same order of magnitude. The
> more complex the model the more this seems necessary.
>
>
> --
> JVVerkuilen, PhD
> [email protected]
>
> "They were careless people, Tom and Daisy - they smashed up things and
> creatures and then retreated back into their money of their vast
> carelessness, or whatever it was that kept them together, and let
> other people clean up the mess they had made." -- F. Scott Fitzgerald
>
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