Re: st: "Can Your Results be Replicated?" (Stata error?)

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

At 02:56 PM 9/19/2013, Jeff Pitblado, StataCorp LP wrote:
> As for Richard's experience with perfect predictors, we believe you can expect
> one of the following outcomes when dealing with perfect predictors:
>
> 1.  The model will fail to converge because of the lack of a concave Hessian.
>
> 2.  The model "converged", but there are some extreme valued coefficients with
> just as extreme standard errors.  Sometimes, but not always, the fitted
> intercept will be extreme too.  For -mlogit- with the -rrr- option, these
> extreme values tend to translate to zero relative-risk ratios with missing
> standard errors.
Along those lines -- if you run the following code

webuse repair, clear
hetprob foreign b3.repair, het(b3.repair)
oglm foreign b3.repair, het(b3.repair) link(p) log

hetprob drags on for 16,000 iterations before giving an incorrect 
answer. oglm, on the other hand, gives an incorrect answer almost 
immediately. Which I guess means that oglm is better. ;-)
Anyway, you may want to add hetprob to the todo list.


> --Jeff
> jpitblado@stata.com
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Richard Williams, Notre Dame Dept of Sociology
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