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Re: st: Probit regression does not work, convergence not achieved (out of office until12th June)
From
"Seyi Soremekun" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Probit regression does not work, convergence not achieved (out of office until12th June)
Date
Tue, 04 Jun 2013 00:01:03 +0100
I am currently out of the office until the 12st June with limited email contact.
Please contact Angela Vega ([email protected]) for any enquiries.
>>> Richard Williams <[email protected]> 06/04/13 00:58 >>>
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
>[email protected]
>
>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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>* http://www.ats.ucla.edu/stat/stata/
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
*
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* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
*
* 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/