Re: st: Re: poisson will not converge

[Scott Cunningham <scunning@gmail.com>]

On May 24, 2006, at 11:54 AM, Rodrigo A. Alfaro wrote:

> Scott,
>
> What is "fip" variable? state? where did you get 55? It seems this  
> variable
> is highly correlated with others in the model. A quick inspection  
> could be
> helpful: -xtsum rp srfm age2 hgc hhd1 fip-. Moreover, is this panel
> balanced?
Rodrigo,

Thank you for your reply.  I'll answer what I can.

The panel is balanced (except for hhd1, as I hadn't noticed something  
before doing the xtsum [see below]).  "Fip" is a state indicator  
variable, and while the number goes to 55, it skips some numbers for  
reasons only the Census knows so that it still totals to either 50 or  
51 (I forget if DC is included separately).   You say fip is highly  
correlated with others in the model.  With other variables in the  
model?  You may be right, as when I estimate the model without the - 
fip- variables, it does converge fine.  Also, when I re-estimate the  
model with fixed effects with just year and fip, it has trouble  
converging.  And this is perhaps due to the fact that there is some  
migration across time and state within my sample, but not much, as  
the individuals in the sample are relatively young and most live in  
the same state.  Do you have any suggestions as to what I can do to  
overcome this?  Also, OLS does work fine, making me wonder if I  
should be suspicious in light of what you said of those estimates.


Variable         |      Mean   Std. Dev.       Min        Max |     
Observations
-----------------+-------------------------------------------- 
+----------------
rp       overall |  3.113009   8.069344          0         99 |     N  
=    2283
         between |             5.431478          0   44.66667 |      
n =     761
         within  |             5.969858  -38.88699   67.11301 |      
T =       3
                 |                                            |
srfm     overall |  100.1544   11.52157    35.3187   243.9197 |     N  
=    2283
         between |             8.116986   53.33359   172.0538 |      
n =     761
         within  |             8.180396   46.42766   184.2222 |      
T =       3
                 |                                            |
age2     overall |  308.8257   74.43039        169        529 |     N  
=    2283
         between |             47.65699   227.6667   443.6667 |      
n =     761
         within  |              57.1899    226.159    394.159 |      
T =       3
                 |                                            |
hgc      overall |  10.58826   1.852228          4         16 |     N  
=    2283
         between |              1.33929   5.666667   14.66667 |      
n =     761
         within  |             1.280086   7.254928   14.25493 |      
T =       3
                 |                                            |
hhd1     overall |  .2415459   .4281144          0          1 |     N  
=    2277
         between |             .3970831          0          1 |      
n =     761
         within  |             .1596349  -.4251208   .9082126 | T- 
bar = 2.99212


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