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  • #1

    error:*convergence not achieved

    Hello everyone

    I am getting the error: convergence not achieved and I don't know why.

    I am using this command:
    Code:
    local controls "fs ihs_lev rdi pcount"

xtnbreg ccit cvcie1 `controls' i.fyear, fe
    and am getting this output:
    Code:
    . local controls "fs ihs_lev rdi pcount"

. 
. xtnbreg ccit cvcie1 `controls' i.fyear, fe
note: 5 groups (46 obs) dropped because of all zero outcomes

Iteration 0:   log likelihood =  -8277.601  (not concave)
Iteration 1:   log likelihood = -3025.1813  (not concave)
Iteration 2:   log likelihood = -2941.6164  (not concave)
Iteration 3:   log likelihood = -2936.7774  (not concave)
Iteration 4:   log likelihood = -2936.4605  (not concave)
Iteration 5:   log likelihood = -2932.1437  (not concave)
Iteration 6:   log likelihood = -2928.3599  (not concave)
Iteration 7:   log likelihood = -2927.5556  (not concave)
Iteration 8:   log likelihood = -2926.8491  (not concave)
Iteration 9:   log likelihood = -1447.2455  
Iteration 10:  log likelihood = -1178.6375  (not concave)
Iteration 11:  log likelihood = -1079.6991  (not concave)
Iteration 12:  log likelihood = -1078.2154  (not concave)
Iteration 13:  log likelihood = -1078.2013  (not concave)
Iteration 14:  log likelihood = -1078.1848  (not concave)
Iteration 15:  log likelihood = -1078.1836  (not concave)
Iteration 16:  log likelihood = -1078.1834  (not concave)
Iteration 17:  log likelihood = -1078.1832  (not concave)
Iteration 18:  log likelihood =  -1078.183  (not concave)
Iteration 19:  log likelihood = -1078.1829  (not concave)
Iteration 20:  log likelihood = -1078.1827  (not concave)
Iteration 21:  log likelihood = -1078.1825  (not concave)
Iteration 22:  log likelihood = -1078.1823  (not concave)
Iteration 23:  log likelihood = -1078.1822  (not concave)
Iteration 24:  log likelihood =  -1078.182  (not concave)
Iteration 25:  log likelihood = -1078.1818  (not concave)
Iteration 26:  log likelihood = -1078.1816  (not concave)
Iteration 27:  log likelihood = -1078.1814  (not concave)
Iteration 28:  log likelihood = -1078.1813  (not concave)
Iteration 29:  log likelihood = -1078.1811  (not concave)
Iteration 30:  log likelihood = -1078.1809  (not concave)
Iteration 31:  log likelihood = -1078.1807  (not concave)
Iteration 32:  log likelihood = -1078.1806  (not concave)
Iteration 33:  log likelihood = -1078.1804  (not concave)
Iteration 34:  log likelihood = -1078.1802  (not concave)
Iteration 35:  log likelihood =   -1078.18  (not concave)
Iteration 36:  log likelihood = -1078.1798  (not concave)
Iteration 37:  log likelihood = -1078.1797  (not concave)
Iteration 38:  log likelihood = -1078.1795  (not concave)
Iteration 39:  log likelihood = -1078.1793  (not concave)
Iteration 40:  log likelihood = -1078.1791  (not concave)
Iteration 41:  log likelihood =  -1078.179  (not concave)
Iteration 42:  log likelihood = -1078.1788  (not concave)
Iteration 43:  log likelihood = -1078.1786  (not concave)
Iteration 44:  log likelihood = -1078.1784  (not concave)
Iteration 45:  log likelihood = -1078.1783  (not concave)
Iteration 46:  log likelihood = -1078.1781  (not concave)
Iteration 47:  log likelihood = -1078.1779  (not concave)
Iteration 48:  log likelihood = -1078.1777  (not concave)
Iteration 49:  log likelihood = -1078.1775  (not concave)
Iteration 50:  log likelihood = -1078.1774  (not concave)
Iteration 51:  log likelihood = -1078.1772  (not concave)
Iteration 52:  log likelihood =  -1078.177  (not concave)
Iteration 53:  log likelihood = -1078.1768  (not concave)
Iteration 54:  log likelihood = -1078.1767  (not concave)
Iteration 55:  log likelihood = -1078.1765  (not concave)
Iteration 56:  log likelihood = -1078.1763  (not concave)
Iteration 57:  log likelihood = -1078.1761  (not concave)
Iteration 58:  log likelihood = -1078.1759  (not concave)
Iteration 59:  log likelihood = -1078.1758  (not concave)
Iteration 60:  log likelihood = -1078.1756  (not concave)
Iteration 61:  log likelihood = -1078.1754  (not concave)
Iteration 62:  log likelihood = -1078.1752  (not concave)
Iteration 63:  log likelihood = -1078.1751  (not concave)
Iteration 64:  log likelihood = -1078.1749  (not concave)
Iteration 65:  log likelihood = -1078.1747  (not concave)
Iteration 66:  log likelihood = -1078.1745  (not concave)
Iteration 67:  log likelihood = -1078.1744  (not concave)
Iteration 68:  log likelihood = -1078.1742  (not concave)
Iteration 69:  log likelihood =  -1078.174  (not concave)
Iteration 70:  log likelihood = -1078.1738  (not concave)
Iteration 71:  log likelihood = -1078.1737  (not concave)
Iteration 72:  log likelihood = -1078.1735  (not concave)
Iteration 73:  log likelihood = -1078.1733  (not concave)
Iteration 74:  log likelihood = -1078.1731  (not concave)
Iteration 75:  log likelihood =  -1078.173  (not concave)
Iteration 76:  log likelihood = -1078.1728  (not concave)
Iteration 77:  log likelihood = -1078.1726  (not concave)
Iteration 78:  log likelihood = -1078.1724  (not concave)
Iteration 79:  log likelihood = -1078.1722  (not concave)
Iteration 80:  log likelihood = -1078.1721  (not concave)
Iteration 81:  log likelihood = -1078.1719  (not concave)
Iteration 82:  log likelihood = -1078.1717  (not concave)
Iteration 83:  log likelihood = -1078.1715  (not concave)
Iteration 84:  log likelihood = -1078.1714  (not concave)
Iteration 85:  log likelihood = -1078.1712  (not concave)
Iteration 86:  log likelihood =  -1078.171  (not concave)
Iteration 87:  log likelihood = -1078.1708  (not concave)
Iteration 88:  log likelihood = -1078.1707  (not concave)
Iteration 89:  log likelihood = -1078.1705  (not concave)
Iteration 90:  log likelihood = -1078.1703  (not concave)
Iteration 91:  log likelihood = -1078.1701  (not concave)
Iteration 92:  log likelihood =   -1078.17  (not concave)
Iteration 93:  log likelihood = -1078.1698  (not concave)
Iteration 94:  log likelihood = -1078.1696  (not concave)
Iteration 95:  log likelihood = -1078.1694  (not concave)
Iteration 96:  log likelihood = -1078.1693  (not concave)
Iteration 97:  log likelihood = -1078.1691  (not concave)
Iteration 98:  log likelihood = -1078.1689  (not concave)
Iteration 99:  log likelihood = -1078.1687  (not concave)
Iteration 100: log likelihood = -1078.1686  (not concave)
Iteration 101: log likelihood = -1078.1684  (not concave)
Iteration 102: log likelihood = -1078.1682  (not concave)
Iteration 103: log likelihood =  -1078.168  (not concave)
Iteration 104: log likelihood = -1078.1679  (not concave)
Iteration 105: log likelihood = -1078.1677  (not concave)
Iteration 106: log likelihood = -1078.1675  (not concave)
Iteration 107: log likelihood = -1078.1673  (not concave)
Iteration 108: log likelihood = -1078.1672  (not concave)
Iteration 109: log likelihood =  -1078.167  (not concave)
Iteration 110: log likelihood = -1078.1668  (not concave)
Iteration 111: log likelihood = -1078.1666  (not concave)
Iteration 112: log likelihood = -1078.1665  (not concave)
Iteration 113: log likelihood = -1078.1663  (not concave)
Iteration 114: log likelihood = -1078.1661  (not concave)
Iteration 115: log likelihood = -1078.1659  (not concave)
Iteration 116: log likelihood = -1078.1658  (not concave)
Iteration 117: log likelihood = -1078.1656  (not concave)
Iteration 118: log likelihood = -1078.1654  (not concave)
Iteration 119: log likelihood = -1078.1652  (not concave)
Iteration 120: log likelihood = -1078.1651  (not concave)
Iteration 121: log likelihood = -1078.1649  (not concave)
Iteration 122: log likelihood = -1078.1647  (not concave)
Iteration 123: log likelihood = -1078.1645  (not concave)
Iteration 124: log likelihood = -1078.1644  (not concave)
Iteration 125: log likelihood = -1078.1642  (not concave)
Iteration 126: log likelihood =  -1078.164  (not concave)
Iteration 127: log likelihood = -1078.1638  (not concave)
Iteration 128: log likelihood = -1078.1637  (not concave)
Iteration 129: log likelihood = -1078.1635  (not concave)
Iteration 130: log likelihood = -1078.1633  (not concave)
Iteration 131: log likelihood = -1078.1631  (not concave)
Iteration 132: log likelihood =  -1078.163  (not concave)
Iteration 133: log likelihood = -1078.1628  (not concave)
Iteration 134: log likelihood = -1078.1626  (not concave)
Iteration 135: log likelihood = -1078.1624  (not concave)
Iteration 136: log likelihood = -1078.1623  (not concave)
Iteration 137: log likelihood = -1078.1621  (not concave)
Iteration 138: log likelihood = -1078.1619  (not concave)
Iteration 139: log likelihood = -1078.1617  (not concave)
Iteration 140: log likelihood = -1078.1616  (not concave)
Iteration 141: log likelihood = -1078.1614  (not concave)
Iteration 142: log likelihood = -1078.1612  (not concave)
Iteration 143: log likelihood =  -1078.161  (not concave)
Iteration 144: log likelihood = -1078.1609  (not concave)
Iteration 145: log likelihood = -1078.1607  (not concave)
Iteration 146: log likelihood = -1078.1605  (not concave)
Iteration 147: log likelihood = -1078.1603  (not concave)
Iteration 148: log likelihood = -1078.1602  (not concave)
Iteration 149: log likelihood =   -1078.16  (not concave)
Iteration 150: log likelihood = -1078.1598  (not concave)
Iteration 151: log likelihood = -1078.1597  (not concave)
Iteration 152: log likelihood = -1078.1595  (not concave)
Iteration 153: log likelihood = -1078.1593  (not concave)
Iteration 154: log likelihood = -1078.1591  (not concave)
Iteration 155: log likelihood =  -1078.159  (not concave)
Iteration 156: log likelihood = -1078.1588  (not concave)
Iteration 157: log likelihood = -1078.1586  (not concave)
Iteration 158: log likelihood = -1078.1584  (not concave)
Iteration 159: log likelihood = -1078.1583  (not concave)
Iteration 160: log likelihood = -1078.1581  (not concave)
Iteration 161: log likelihood = -1078.1579  (not concave)
Iteration 162: log likelihood = -1078.1577  (not concave)
Iteration 163: log likelihood = -1078.1576  (not concave)
Iteration 164: log likelihood = -1078.1574  (not concave)
Iteration 165: log likelihood = -1078.1572  (not concave)
Iteration 166: log likelihood = -1078.1571  (not concave)
Iteration 167: log likelihood = -1078.1569  (not concave)
Iteration 168: log likelihood = -1078.1567  (not concave)
Iteration 169: log likelihood = -1078.1565  (not concave)
Iteration 170: log likelihood = -1078.1564  (not concave)
Iteration 171: log likelihood = -1078.1562  (not concave)
Iteration 172: log likelihood =  -1078.156  (not concave)
Iteration 173: log likelihood = -1078.1558  (not concave)
Iteration 174: log likelihood = -1078.1557  (not concave)
Iteration 175: log likelihood = -1078.1555  (not concave)
Iteration 176: log likelihood = -1078.1553  (not concave)
Iteration 177: log likelihood = -1078.1551  (not concave)
Iteration 178: log likelihood =  -1078.155  (not concave)
Iteration 179: log likelihood = -1078.1548  (not concave)
Iteration 180: log likelihood = -1078.1546  (not concave)
Iteration 181: log likelihood = -1078.1545  (not concave)
Iteration 182: log likelihood = -1078.1543  (not concave)
Iteration 183: log likelihood = -1078.1541  (not concave)
Iteration 184: log likelihood = -1078.1539  (not concave)
Iteration 185: log likelihood = -1078.1538  (not concave)
Iteration 186: log likelihood = -1078.1536  (not concave)
Iteration 187: log likelihood = -1078.1534  (not concave)
Iteration 188: log likelihood = -1078.1532  (not concave)
Iteration 189: log likelihood = -1078.1531  (not concave)
Iteration 190: log likelihood = -1078.1529  (not concave)
Iteration 191: log likelihood = -1078.1527  (not concave)
Iteration 192: log likelihood = -1078.1526  (not concave)
Iteration 193: log likelihood = -1078.1524  (not concave)
Iteration 194: log likelihood = -1078.1522  (not concave)
Iteration 195: log likelihood =  -1078.152  (not concave)
Iteration 196: log likelihood = -1078.1519  (not concave)
Iteration 197: log likelihood = -1078.1517  (not concave)
Iteration 198: log likelihood = -1078.1515  (not concave)
Iteration 199: log likelihood = -1078.1513  (not concave)
Iteration 200: log likelihood = -1078.1512  (not concave)
Iteration 201: log likelihood =  -1078.151  (not concave)
Iteration 202: log likelihood = -1078.1508  (not concave)
Iteration 203: log likelihood = -1078.1507  (not concave)
Iteration 204: log likelihood = -1078.1505  (not concave)
Iteration 205: log likelihood = -1078.1503  (not concave)
Iteration 206: log likelihood = -1078.1501  (not concave)
Iteration 207: log likelihood =   -1078.15  (not concave)
Iteration 208: log likelihood = -1078.1498  (not concave)
Iteration 209: log likelihood = -1078.1496  (not concave)
Iteration 210: log likelihood = -1078.1495  (not concave)
Iteration 211: log likelihood = -1078.1493  (not concave)
Iteration 212: log likelihood = -1078.1491  (not concave)
Iteration 213: log likelihood = -1078.1489  (not concave)
Iteration 214: log likelihood = -1078.1488  (not concave)
Iteration 215: log likelihood = -1078.1486  (not concave)
Iteration 216: log likelihood = -1078.1484  (not concave)
Iteration 217: log likelihood = -1078.1483  (not concave)
Iteration 218: log likelihood = -1078.1481  (not concave)
Iteration 219: log likelihood = -1078.1479  (not concave)
Iteration 220: log likelihood = -1078.1477  (not concave)
Iteration 221: log likelihood = -1078.1476  (not concave)
Iteration 222: log likelihood = -1078.1474  (not concave)
Iteration 223: log likelihood = -1078.1472  (not concave)
Iteration 224: log likelihood = -1078.1471  (not concave)
Iteration 225: log likelihood = -1078.1469  (not concave)
Iteration 226: log likelihood = -1078.1467  (not concave)
Iteration 227: log likelihood = -1078.1465  (not concave)
Iteration 228: log likelihood = -1078.1464  (not concave)
Iteration 229: log likelihood = -1078.1462  (not concave)
Iteration 230: log likelihood =  -1078.146  (not concave)
Iteration 231: log likelihood = -1078.1459  (not concave)
Iteration 232: log likelihood = -1078.1457  (not concave)
Iteration 233: log likelihood = -1078.1455  (not concave)
Iteration 234: log likelihood = -1078.1453  (not concave)
Iteration 235: log likelihood = -1078.1452  (not concave)
Iteration 236: log likelihood =  -1078.145  (not concave)
Iteration 237: log likelihood = -1078.1448  (not concave)
Iteration 238: log likelihood = -1078.1447  (not concave)
Iteration 239: log likelihood = -1078.1445  (not concave)
Iteration 240: log likelihood = -1078.1443  (not concave)
Iteration 241: log likelihood = -1078.1441  (not concave)
Iteration 242: log likelihood =  -1078.144  (not concave)
Iteration 243: log likelihood = -1078.1438  (not concave)
Iteration 244: log likelihood = -1078.1436  (not concave)
Iteration 245: log likelihood = -1078.1435  (not concave)
Iteration 246: log likelihood = -1078.1433  (not concave)
Iteration 247: log likelihood = -1078.1431  (not concave)
Iteration 248: log likelihood = -1078.1429  (not concave)
Iteration 249: log likelihood = -1078.1428  (not concave)
Iteration 250: log likelihood = -1078.1426  (not concave)
Iteration 251: log likelihood = -1078.1424  (not concave)
Iteration 252: log likelihood = -1078.1423  (not concave)
Iteration 253: log likelihood = -1078.1421  (not concave)
Iteration 254: log likelihood = -1078.1419  (not concave)
Iteration 255: log likelihood = -1078.1417  (not concave)
Iteration 256: log likelihood = -1078.1416  (not concave)
Iteration 257: log likelihood = -1078.1414  (not concave)
Iteration 258: log likelihood = -1078.1412  (not concave)
Iteration 259: log likelihood = -1078.1411  (not concave)
Iteration 260: log likelihood = -1078.1409  (not concave)
Iteration 261: log likelihood = -1078.1407  (not concave)
Iteration 262: log likelihood = -1078.1406  (not concave)
Iteration 263: log likelihood = -1078.1404  (not concave)
Iteration 264: log likelihood = -1078.1402  (not concave)
Iteration 265: log likelihood =   -1078.14  (not concave)
Iteration 266: log likelihood = -1078.1399  (not concave)
Iteration 267: log likelihood = -1078.1397  (not concave)
Iteration 268: log likelihood = -1078.1395  (not concave)
Iteration 269: log likelihood = -1078.1394  (not concave)
Iteration 270: log likelihood = -1078.1392  (not concave)
Iteration 271: log likelihood =  -1078.139  (not concave)
Iteration 272: log likelihood = -1078.1388  (not concave)
Iteration 273: log likelihood = -1078.1387  (not concave)
Iteration 274: log likelihood = -1078.1385  (not concave)
Iteration 275: log likelihood = -1078.1383  (not concave)
Iteration 276: log likelihood = -1078.1382  (not concave)
Iteration 277: log likelihood =  -1078.138  (not concave)
Iteration 278: log likelihood = -1078.1378  (not concave)
Iteration 279: log likelihood = -1078.1377  (not concave)
Iteration 280: log likelihood = -1078.1375  (not concave)
Iteration 281: log likelihood = -1078.1373  (not concave)
Iteration 282: log likelihood = -1078.1371  (not concave)
Iteration 283: log likelihood =  -1078.137  (not concave)
Iteration 284: log likelihood = -1078.1368  (not concave)
Iteration 285: log likelihood = -1078.1366  (not concave)
Iteration 286: log likelihood = -1078.1365  (not concave)
Iteration 287: log likelihood = -1078.1363  (not concave)
Iteration 288: log likelihood = -1078.1361  (not concave)
Iteration 289: log likelihood =  -1078.136  (not concave)
Iteration 290: log likelihood = -1078.1358  (not concave)
Iteration 291: log likelihood = -1078.1356  (not concave)
Iteration 292: log likelihood = -1078.1355  (not concave)
Iteration 293: log likelihood = -1078.1353  (not concave)
Iteration 294: log likelihood = -1078.1351  (not concave)
Iteration 295: log likelihood = -1078.1349  (not concave)
Iteration 296: log likelihood = -1078.1348  (not concave)
Iteration 297: log likelihood = -1078.1346  (not concave)
Iteration 298: log likelihood = -1078.1344  (not concave)
Iteration 299: log likelihood = -1078.1343  (not concave)
Iteration 300: log likelihood = -1078.1341  (not concave)
convergence not achieved

Conditional FE negative binomial regression            Number of obs    =  309
Group variable: gvkey                                  Number of groups =   29

                                                       Obs per group:
                                                                    min =    7
                                                                    avg = 10.7
                                                                    max =   11

                                                       Wald chi2(14)    =    .
Log likelihood = -1078.1341                            Prob > chi2      =    .

------------------------------------------------------------------------------
        ccit | Coefficient  Std. err.      z    P>|z|     [95% conf. interval]
-------------+----------------------------------------------------------------
      cvcie1 |   8.12e-09   3.26e-09     2.49   0.013     1.73e-09    1.45e-08
          fs |  -.0315867   .0828908    -0.38   0.703    -.1940498    .1308763
     ihs_lev |  -1.036429   .1918913    -5.40   0.000    -1.412529   -.6603292
         rdi |  -2.303226   1.817969    -1.27   0.205     -5.86638    1.259928
      pcount |    .001566   .0002635     5.94   0.000     .0010496    .0020825
             |
       fyear |
       2010  |  -1.116491   .2103392    -5.31   0.000    -1.528748   -.7042336
       2011  |  -1.504335          .        .       .            .           .
       2012  |  -1.557152   .2233488    -6.97   0.000    -1.994908   -1.119397
       2013  |  -1.860322   .2126817    -8.75   0.000     -2.27717   -1.443473
       2014  |  -1.916959   .2182443    -8.78   0.000     -2.34471   -1.489208
       2015  |   -1.76991   .1889673    -9.37   0.000    -2.140279    -1.39954
       2016  |   -1.84402   .1852485    -9.95   0.000      -2.2071   -1.480939
       2017  |  -3.255445   .3514149    -9.26   0.000    -3.944205   -2.566684
       2018  |   -4.21537   .5266363    -8.00   0.000    -5.247558   -3.183182
       2019  |  -3.860314   .4762395    -8.11   0.000    -4.793726   -2.926902
             |
       _cons |   2.105214   .8609846     2.45   0.014     .4177149    3.792712
------------------------------------------------------------------------------
convergence not achieved
r(430);

end of do-file
    Note:
    I am getting this error only by adding "pcount" to my controls.
    But it makes sense to test for it in my analysis.

    I hope you can help me
    Thank you

    Kind regards,
    Jana
    Tags: None
  • #2
    Jana:
    whenever this nuisance happens, the usual recipe is to start it all over again adding one predictor at a time and see when Stata starst chocking.
    In addition:
    1) -cvcie1- coefficient shows "weird" values when contrasted with the other predictors. Is it a matter of scale or else?
    2) It is also unusual not to invoke non-default standard errors;
    3) as you're surely aware of, please note that from this model you get conditional -fe- (that differs from -fe- you get from -xtreg-) due to the incidental parameter bias (see, if interested, Lancaster T. The incidental parameter bias since 1948. Journal of Econometrics 2000;95(2):391-413; http://www.econ.brown.edu/Faculty/To...meters1948.pdf).
    Last edited by Carlo Lazzaro; 28 Nov 2021, 12:00.
    Kind regards,
    Carlo
    (Stata 19.0)

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