Re: st: Probit regression does not work, convergence not achieved

[Richard Williams <richardwilliams.ndu@gmail.com>]

The miracle solution is to add the -difficult- option and see if it 
works. My guess is it won't and that Nick is correct. Like Maarten 
always recommends, start with a really simple model and then 
gradually make it more complicated. That will hopefully show you what 
variables are causing you grief.
At 04:25 PM 6/3/2013, Nick Cox wrote:
> The best guess is that you tried to fit too complicated a model, but
> there are other possibilities.
>
> There is no information here on
>
> 1. Sample size.
>
> 2. Numbers of 0s and 1s.
>
> 3. Structure of predictors, including interaction terms. (Often people
> try to fit a model with many predictors to a rather small dataset.)
>
> 4. Distribution of predictors, including any highly skewed variables
> or variables with outliers.
>
> Nick
> njcoxstata@gmail.com
>
> Teri ( Xilin  Zhou)  [edited]
>
> I'm trying to run probit regressions for a binary outcome model. I
> have two binary outcomes, A and B. B is a sub-population of A.
>
> When I run -probit- for outcome A, it went well, but when I try
> outcome B, the estimation went on over-night, and after thousands of
> iterations of the ML, Stata reported "convergence not achieved,
> r(430)".
>
> I tried to use alternatives, such as -logit-, or -glm,  f(b) l(p)-,
> but none of them gave me results.
>
> I'm also sure that I don't have a separation problem of my data. Can
> somebody help me out?
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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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