Thanks, Maarten, for your comment.
Unfortunately, there is no perfect multicollinearity in my regressors: before doing the fractional logit I ran simple OLS on the same equations and none of the variables was dropped.
Jochen
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Maarten buis
Gesendet: Mittwoch, 18. März 2009 11:36
An: [email protected]
Betreff: Re: st: fractional logit convergence problem
--- On Wed, 18/3/09, Jochen Späth <[email protected]> wrote:
> I try to fit a fractional logit model with
> -glm depvar indepvars, family(binomial) link(logit)
> scale(x2)-, which uses Quasi-ML for the estimation. My
> dependent variable is the share of high-qualified employees
> within a firm and my dependent variables include both
> industry and time dummies, firm size, and a dummy variable
> indicating whether the firm is a start-up or an incumbent.
> My problem now is that the command does not converge. What
> can I do? Would it help to try alternative optimization
> routines? Or change the distributional assumption in
> -family()-?
I would start with removing some of your covariates. Given
your describtion I would not be surprised if there is some
perfect colinearity going on here.
-- Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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