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st: Backed Up Iteration


From   Anna-Leigh Stone <[email protected]>
To   [email protected]
Subject   st: Backed Up Iteration
Date   Wed, 25 Jan 2012 14:24:05 -0600

Hello
I am using Stata 12.0 and I am attempting to run a fractional probit
regression with the command: glm dependent independent, fa(bin)
link(probit) cluster(gck). I have made sure that the dependent
variable values are not negative. I have 1500 dependent variable
observations out of 69,900 that fall at 0 and 1. Regardless of whether
I leave in the 0 and 1 values or take them out, I get the same log
likelihood iteration followed by backed up. It continues like this and
does not converge until I break it.
Has anyone else had this problem and know a solution to it? I do have
several variables but they are all necessary to my regression. I have
also tried the difficult option but that does not work either.

Anna-Leigh Stone

--

Anna-Leigh Stone
Finance PHD Candidate 2014
MA/EC 2011
MSF 2010
[email protected]
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