Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Clogit does not converge (Stata returns “not concave” for every iteration) – possible dummy variable problem in a DCE
From
James Buchanan <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Clogit does not converge (Stata returns “not concave” for every iteration) – possible dummy variable problem in a DCE
Date
Thu, 21 Mar 2013 21:15:53 +0000
I am analysing the results of a simulated discrete choice experiment. I want to make sure my data matrix is set up correctly prior to launching the DCE. I have simulated 10 patients, each of whom makes 16 choices (2 options in each choice). Each choice has 6 attributes, and each attribute has four levels. The first four attributes are continuous variables. If I regress these four attributes against my dependent variable (pref) using clogit everything works fine. The final two attributes are categorical variables. As soon as I add these variables as dummies (either standard (1,0) dummy variables or using effects coding (1,0,-1)) clogit refuses to converge. Each iteration returns a not concave message, and I get no results.
The syntax I am using is: clogit Pref ASCa Time Cost Eff Rel Info1 Info2 Info3 Who1 Who2 Who3, group(Unique_Q)
Pref = choice variable (1 or 0)
ASCa = alternative specific constant for option A
Time, Cost, Eff, Rel = continuous attributes
Info1, Info2, Info3 = categorical variable 1 converted to 3 dummy variables (there is an Info0 but this has been dropped to avoid the usual dummy variable problem)
Who1, Who2, Who3 = categorical variable 2 converted to 3 dummy variables (Who0 dropped)
Unique_Q = a unique id value for each choice
If I add iter(20) to the end of the syntax, I see that the standard errors for Info2 and Info3 are undefined (“.”), and Stata warns me that convergence has not been achieved.
My design is efficient (d-error of 0.051899), there is perfect level balance, minimal overlap, and there are no dominated alternatives. I am using the current version of Stata (12.1) on Windows 7.
Does anybody have any idea why I'm getting this error?
James Buchanan
NIHR Doctoral Research Fellow
Health Economics Research Centre
t: 01865 289262 | e: [email protected] | w: http://www.herc.ox.ac.uk/people/james
Department of Public Health | University of Oxford | Old Road Campus | Headington | Oxford | OX3 7LF
T: http://twitter.com/HERC_Oxford | F: http://www.facebook.com/healtheconomicsresearchcentre
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/