st: poisson will not converge

[Scott Cunningham <scunning@gmail.com>]

I am estimating both a linear fixed effects model and a POisson fixed  
effects model.  The data is individual-level longitudinal data from  
the National Longitudinal Survey of Youth 1997.  I want to control  
for individual, state, year and state*year fixed effects.  I can do  
this in OLS using -xtreg-, but when I attempt to add the state fixed  
effects (let alone the state*year fixed effects) in the POisson  
model, it will not converge.  I let it run for 10,000 iterations and  
it was clearly unable to finish.  Since Poisson is not a  
computationally difficult likelihood to solve, I think something must  
be going on with the state fixed effects.  How do I brainstorm my way  
out of this?  What's causing this to happen? 
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