Bobby and Gary -
Thank you both for your responses to my query. I am just back from some
travels and tackling the data again. After some experimentation, the best
work around to the "initial values not feasible problem appears to be to run
a simple logit to generate start values. It looks like this:
I have one instance where this approach has failed repeatedly and the final
option that Bobby suggested -
About the data, my outcome is a binary (0,1) variable representing business
start-up. This is basically what the data looks like:
---------------------------------------------
country of |
origin | mean(suboanw) mean(female)
---------------+-----------------------------
united states | .074097 .466376
russia |
south africa | .04159 .506809
greece | .040339 .5
netherlands | .031722 .541918
belgium | .021397 .555813
france | .047433 .51462
spain | .019844 .488231
hungary | .027218 .506893
italy | .023165 .543777
40 |
switzerland |
43 |
united kingdom | .027073 .598141
denmark | .025733 .517756
sweden | .015271 .48023
norway | .039281 .50188
poland | .03948 .503248
germany | .042635 .541674
peru | .315451 .512876
mexico |
argentina | .103866 .49798
brazil | .049 .512
chile |
57 |
58 |
60 |
australia | .076825 .619048
62 |
63 |
new zealand | .077515 .598817
singapore | .031153 .496625
thailand |
japan | .004173 .497131
korea |
china |
90 |
india |
canada | .055488 .582927
uganda | .157107 .526185
portugal | .020877 .52714
352 |
ireland | .040727 .587719
iceland | .075 .502222
357 |
finland | .026241 .511694
370 |
371 |
372 |
381 |
croatia | .027184 .500971
slovenia | .018463 .50268
420 |
421 |
ecuador | .167164 .534826
598 |
701 |
787 |
852 | .014189 .552745
876 |
jordan | .110608 .427853
971 |
israel | .04314 .500899
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Roberto G.
Gutierrez, StataCorp
Sent: Tuesday, March 04, 2008 6:03 PM
To: [email protected]
Subject: Re: st: xmelogit error message
Amanda Elam <[email protected]> asks:
> Does anyone have any idea what this error message means? Is there a
> work-around?
> . xtmelogit suboanw female || country: female, or variance
> Refining starting values:
> initial values not feasible
> r(1400);
The error message means that -xtmelogit-'s automatic choice of starting
values
produced values that choked the optimizer. Although rare, it has been known
to happen.
One solution would be to fit a simpler -xtmelogit- model
. xtmelogit suboanw female || country:
and then use these estimates as starting values for the model you are
interested in
. mat b = e(b)
. xtmelogit suboanw female || country: female, or variance from(b)
-from(b)- sets the starting values as those from the simpler model, and
-xtmelogit- is smart enough to fill in a trailing zero as the starting value
for the log of the new variance component.
If that doesn't work, you could also try adding a further option to
eliminate
the initial rough optimization process
. xtmelogit suboanw female || country: female, or variance from(b)
refineopts(iterate(0))
(all on one line)
If that doesn't do the trick, then it would probably be best if we could get
a
look at these particular data. Amanda can feel free to email me directly or
[email protected].
--Bobby
[email protected]
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