st: qreg does not converge

[Jen Zhen <jenzhen99@gmail.com>]

To add one thing to my previous question:

We also have the problem that the estimates do not converge and we get
no estimate at all, unless we cut the number of observations by 50%,
which is a shame because it costs us statistical significance.

Is there maybe something we can do to still have it converge even on
the larger sample?

Thanks,
J



On Tue, Mar 16, 2010 at 2:17 PM, Jen Zhen <jenzhen99@gmail.com> wrote:
> Dear members of the Statalist,
>
> when running
> - qreg finw  ry5-ry13  d1995-d2003 d2005-d2007 ,  wlsiter(50) -
> we get the note that "alternate solutions exist" in between iterations.
>
> In an earlier list post
> (http://www.stata.com/statalist/archive/2008-10/msg00519.html), it was
> suggested to check whether the different alternate solutions differ
> significantly, but Stata by default seems to give us only one. Do you
> know a way to view the others, or other approaches to tackle this
> issue?
> Another suggestion made in that thread was to perturb the data and see
> which of the answers remains, but we're not sure how to exactly
> implement this perturbation. Should we just take all variables
> currently used in the regression, add to them some small random error,
> and then rerun the regression with those new variables? How large or
> small should the error sensibly be?
>
> Thanks,
> J
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/