Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | "JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: xtlogit: panel data transformation's recast to double makes model incomputable |
Date | Tue, 2 Apr 2013 14:06:34 -0400 |
It sounds like you're running into some kind of weird near but not complete perfect prediction. If you look at the log-likelihoods in the model they are frequently diverging: > From A: > log likelihood = -8.99e+307 > (initial step bad) > From A and E (different likelihoods of course): > log likelihood = -235698.21 > (backed up) > From B, C and E: > log likelihood = -1.#INF > (initial step bad) So these fail simply on the face of as the first one is essentially diverged to -Infinity and the third has as well. The middle is bad, too, as "backed up" means that the step wasn't an improvement. The IV that you want to use has some truly wicked properties. It is quite possibly the most skewed variable I've seen in my career.... If you just run with the offending variables does it fail? When I say "fail" I don't mean does it run to completion because that's a very low standard, but do you get a ludicrous log-likelihood such as the one there? Is the Hessian and parameter correlation matrix similarly silly? I suspect it must be regardless of whether the model converges or not. * * 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/