Re: st: Poisson regression -not concave-

["Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>]

Greetings

  I would suggest that you try making a simple crosstab of the "dummy" variable by the 
dependent variable. I think that will show that the outcome variable cannot be zero when 
the dummy variable is 1. It is possible that the estimation command is "bothered" by this 
determinacy between the predictor and outcome, creating a situation where the procedure 
cannot converge. I am sure that others could provide a more technical and detailed 
explanation, but I hope this is helpful.

Best regards,

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2010-06-06 9.07 PM, Paolina Medina wrote:
> Stata listers,
>
> I'm trying to run a poisson regression model in which the dependent
> variable is the number of mobile phones from the households, and among
> other explanatory variables i am using a dummy wariables which takes
> the value of 1 when the household has at least one cell phone and zero
> otherwise.
>
> But it turns out that whenever i use that dummy variable the iterative
> process in stata does not converge, and it can be read for example:
> iteration 380: log likelihood = -7734.6891  (not concave)
>
> It i drop that dummy variable i get convergen at Iteration 3:   log
> likelihood = -7734.6927
>
> Does anyone has any suggestion or explanation?
> And where can i get more information about the numerical process
> behind the maximum likelihood estimation?
>
> Thank you very much in advance.
>
> PM
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