margins error: "could not calculate numerical derivatives..."

[Vince Mass]

Hello,

I really hope someone can help.

I get the following error when I try running the margins command after an HLM model:
"could not calculate numerical derivatives -- discontinuous region with missing values
encountered
r(459);"

My syntax looks something like this:
set more off
melogit income eduyrs female poc discrimination family_income family_edu town_discrim town_stereotypes femalediscrim female_famedu female_towndiscrim || family: || town:, or
margins

The last three variables in the HLM model are interactions, and the last two are cross-level interactions. I get no errors running the actual HLM. It's just the margins command that doesn't work.

I've also tried simplifying the model, but even if I just have income and eduyrs, I still get that error for margins. I also get the error if I drop all observations that are missing on any of the variables in the model.

So I really have no idea what to do.

Thanks in advance for the help.

[Jonathan Horowitz]

I am running into the exact same problem after melogit, with the exact same error code. My code is nothing more than a simple:

melogit y x1 x2...xi || id:

It actually works for a a few other melogit models with different dependent variables, but not for this one. The only thing different about this model is a smaller sample size, and also relatively few cases where there are multiple records per person.

Does anyone have any ideas? Thank you for your time.

[Jonathan Horowitz]

Update: The problem seems to be with the random effects. Omitting the random effects, as done here, seems to solve the issue:

margins, predict(xb) post
margins, coeflegend
local predprob=exp(_b[_cons])/(1+exp(_b[_cons]))

Is there a way to use only the fixed effects in calculating the predicted probabilities using only margins?

Thank you for your time.