Re: st: xtnbreg discontinous region encountered after rescaling

[hl <hl.statlist@googlemail.com>]

thanks maarten,

I am pretty sure the model is appropriate, I was just looking for a 
confirmation that such simple numerical isues can indeed make a 
difference in this case.

best regards,

hl






Am 10.12.2010 17:17, schrieb Maarten buis:
> --- On Fri, 10/12/10, hl wrote:
> > I am running a series of fixed
> > effects negative binomial panel regressions (xtnbreg, fe) on
> > different dependent variables. I have encountered some
> > specifications that do not converge or cannot be computed
> > due to discontinous regions before. However, one specific
> > regression that worked fine suddenly returns
> >
> > discontinuous region encountered
> > cannot compute an improvement
> > r(430);
> >
> > after I rescaled one independent variable. I didnt change
> > anything substantial, just divided by factor 100 - how is
> > that possible?
> A negative binomial model needs a lot of information to be
> estimated, and a fixed effects models throws a lot of
> information away (all comparisons between individuals), so
> I am not surprised that you have trouble estimating your
> model. In these cases numerical issues can easily matter.
> It is ofcourse hard for us to determine what happend given
> the information you provided, but I guess that that is what
> you ran into.
>
> Hope this helps,
> Maarten
>
> Ps. Note the remarks on anonymous question in the Statalist
> FAQ section 2.1 sub 3:
> <http://www.stata.com/support/faqs/res/statalist.html#tojoin>
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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