Convergence not achieved

[Firangiz Aghayeva]

Hello!

I am working on a binomial logistic regression with around 1.6mln observations (panel data). I use xtlogit with fixed effects. Independent variables are both dummy and numerical variables. It is running for more than 24 hours and still has no results. My question is: after 300 iterations Stata showed "convergence not achieved", what does it mean? The last 6-7 hours fitting full model process doesn't show any progress. Does it make sense to wait for more time to see the results?

Kind regards,
Firangiz Aghayeva

[Carlo Lazzaro]

Firangiz:
the usual recipe is to start it all over again, adding one predictor at a time and see when MLE starts gasping.

[Firangiz Aghayeva]

Dear Carlo,
Thank you for your quick reply.
I will do so.

Kind regards,
Firangiz