I'm regressing non-negative integer (# of recent partners in last
twelve months) onto a few covariates, but only when I include the
year dummies (i.year) does xtpois have trouble reaching a maximum.
It appears stuck - after 1200 iterations, it's still going, and it
seems not to be making any progress.
Can I tell Stata to quit after, say, 2000 iterations or something
like that? Or should I interpret the failure to maximize with more
caution and try something different? Is there an algorhthm I could
use that will make it step to the max easier - like BHHH or something
like that?
Any help is much appreciated.
Type -help maximize- and pay particular attention to the -difficult-
, -iterate- and -technique- options. My troubleshooting FAQ for
-gologit2- discusses these options but I think much the same advice
would apply to lots of routines. See