--- On Wed, 28/10/09, Michaela Kesina wrote privately:
> one year ago you comment a question on the stata list. It
> dealt with the backed up message after a ml regression.
> I´m estimating a fractional logit model with glm and have
> the same problem.
> I´ve tried to contact the person, who posted the question,
> but the email adress doesn´t exist any more. I´m very
> sorry for disturbing you, but you were the only person who
> has put a comment on this question.
> I´ve changed the algorithm with the option technique but
> this was seldom successful.
The way to ask this type of questions is to sent it to
the Statalist, and not to persons privately, so I am
forwarding this to the Statalist. This policy is discussed
on the Statalist FAQ:
http://www.stata.com/support/faqs/res/statalist.html#private
The fractional logit model is usually pretty stable, so
this indicates that there are some extreme patterns in
your data. One such extreme pattern that might break the
fractional logit model is when there is a large proportion
of exact zeros or ones and there is some (combination of)
categorical variable(s) that (almost) perfectly predicts that.
I also remember a case where this type of model became
unstable when a linear link function was specified (which
means that you wouldn't be estimating a fractional logit,
but mistakes like that happen).
In summary, seeing this message for this model means that
either your data is not suitable for this model, or there is
some error in your data, or there is something wrong with
the way you specified the model (and as you didn't say how
you specified your model, I can't check that).
-- Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
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