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| From | "Filippo Maria D'Arcangelo" <filippo.darcangelo@unibocconi.it> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: -mlogit- iterations not concave if not omitting intercept |
| Date | Fri, 12 Jul 2013 10:13:25 +0200 (CEST) |
Dear statalisters, I am using the -mlogit- command in order to estimate probabilities over 16 categories of a dependent variable. It is performing pretty decently when i omit the intercept (with the -, nocons- option). I have 8 dependent variables plus a categorical variable that i wish to include. This categorical variable has 10 categories and i use the -i.- prefix when i run the regression. Two of the categories are omitted (not one): i think this is due to the few observations in one of them. As soon as I regress without the -, nocons- option, my regression suffers from non-concavity. I think that the problem is in the categorical covariate. What could be the explanation? Is it a big mistake to use the -, iteration (20)- option and retain those results? I have already tried the -, difficult- algorithm but it doesn't perform any better. Filippo * * 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/