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st: xtmelogit slow, not converging


From   Valeria Fajardo <[email protected]>
To   [email protected]
Subject   st: xtmelogit slow, not converging
Date   Tue, 18 Sep 2012 19:58:03 -0400

Hello all,
I have a large sample with about 940,000 records and have specified a
command similar to the following (I simplified a bit and changed some
variable names), to include the interaction effects of DataYear on
other independent variables.


xtmelogit dependentvar DataYear sex AmIn Asian Black Hawaiian UTD
Hispanic c.DataYear#sex c.DataYear#AmIn c.DataYear#Asian
c.DataYear#Black c.DataYear#Hawaiian c.DataYear#UTD
c.DataYear#Hispanic, || staterr_num: ERate Poverty StatePop,
covariance(independent) laplace or estmetric


This model took SIX DAYS and generated 52 iterations without
converging, before my computer restarted itself and I lost the final
results.

Is it worth re-running, specified in this manner? I have a feeling
that after a week of running without converging it was a lost cause,
anyway.

Besides reducing the size of my sample, how can I make this run more
smoothly? How much time should this type of routine be expected to
take? I'm finding it so cumbersome I'm considering the switch to SPSS.

Thank you!

Sincerely,
Valeria Fajardo
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