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Re: st: mlogit problem
From
saqlain raza <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: mlogit problem
Date
Sun, 17 Feb 2013 16:31:57 -0800 (PST)
Thanks JVerkuilen for your response. N=360. Yes I want to do variables selection for my study. If this is not a good idea, what should I do?
Thanks again for your cooperation
Saqlain RAZA
PhD Researcher
----- Original Message -----
> From: JVerkuilen (Gmail) <[email protected]>
> To: [email protected]
> Cc:
> Sent: Sunday, February 17, 2013 4:07 PM
> Subject: Re: st: mlogit problem
>
> On Sun, Feb 17, 2013 at 6:46 AM, saqlain raza <[email protected]> wrote:
>> Hello,
>> I am trying to fit -mlogit- with aroung 60 covariates (discrete and
> continous) initially to see the significnat variables. My dependent variable has
> four alternate choices. Upto 44 covariates it converges. But, if I add one more
> variable, iteration process starts and at the end, the result is not converged.
> Any help will be highly acknowleged.
>>
>> Saqlain
>> PhD Researcher
>
> You need to indicate your N but you are running a probably unfittable
> model. With 60 covariates in an mlogit model you have 180 parameters
> and the chances of a non-concave likelihood, collinearity problems or
> perfect prediction become higher and higher. This is simply going to
> fail. I'd really go back to rethink your problem as looking at
> statistical significance is usually not a very good way to do variable
> selection anyway.
>
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