Hello everyone,
I need your help. I am running xtlogit models. The population-averaged xtlogit models work fine for the entire sample. However, when I try to add two variables (lngvcsrforward1 and lngvcsrbackward1) or when I try to run models for sub-samples for industries with different levels of capital intensity, I got the error message "convergence not achieved (r430)." Below is the command and the output. Any suggestions about what might be causing the problem or what I can do to deal with it would be greatly appreciated. Thanks!
xtlogit invest_dummy1 L.UStariff L.logNumEmp L.loggdppc2015 L.lndistcap_cepii L.soe L.lnideal l.chn_bit_inforce_dummy l.lnnewcases l.soe_UStariff l.lnideal_UStariff c.lngvcsrforward1 c.lngvcsrbackward1 chn asean eap1 eu lac mena na sa ssa , pa robust
GEE population-averaged model Number of obs = 702,397
Group variable: try Number of groups = 152,967
Family: Binomial Obs per group:
Link: Logit min = 1
Correlation: exchangeable avg = 4.6
max = 8
Wald chi2(19) = 241308.64
Scale parameter = 1 Prob > chi2 = 0.0000
(Std. err. adjusted for clustering on try)
---------------------------------------------------------------------------------------
| Robust
invest_dummy1 | Coefficient std. err. z P>|z| [95% conf. interval]
----------------------+----------------------------------------------------------------
UStariff |
L1. | .3552641 .7880581 0.45 0.652 -1.189301 1.89983
|
logNumEmp |
L1. | .0539625 .0181411 2.97 0.003 .0184065 .0895185
|
loggdppc2015 |
L1. | .6473486 .037083 17.46 0.000 .5746673 .72003
|
lndistcap_cepii |
L1. | .1183563 .1138321 1.04 0.298 -.1047505 .3414632
|
soe |
L1. | .4364091 .0745453 5.85 0.000 .2903031 .5825152
|
lnideal |
L1. | -.0290586 .070972 -0.41 0.682 -.1681612 .110044
|
chn_bit_inforce_dummy |
L1. | .5079771 .0738678 6.88 0.000 .3631989 .6527553
|
lnnewcases |
L1. | -.3141616 .0584568 -5.37 0.000 -.4287347 -.1995884
|
soe_UStariff |
L1. | -.5999982 .2099642 -2.86 0.004 -1.011521 -.1884758
|
lnideal_UStariff |
L1. | -.1553771 .1243075 -1.25 0.211 -.3990153 .0882611
|
lngvcsrforward1 | -.0165284 .0174239 -0.95 0.343 -.0506788 .0176219
lngvcsrbackward1 | -.0263967 .025891 -1.02 0.308 -.0771422 .0243488
asean | 1.365491 .1477119 9.24 0.000 1.075981 1.655001
eap1 | .6071593 .1920575 3.16 0.002 .2307335 .9835851
eu | .9428921 .1187976 7.94 0.000 .710053 1.175731
lac | 1.902343 .213105 8.93 0.000 1.484665 2.320021
na | 1.864935 .136914 13.62 0.000 1.596588 2.133281
sa | 2.470337 .1712235 14.43 0.000 2.134745 2.805929
ssa | -21.00024 .2072983 -101.30 0.000 -21.40654 -20.59395
_cons | -15.03641 1.015283 -14.81 0.000 -17.02633 -13.04649
---------------------------------------------------------------------------------------
convergence not achieved
r(430);
I need your help. I am running xtlogit models. The population-averaged xtlogit models work fine for the entire sample. However, when I try to add two variables (lngvcsrforward1 and lngvcsrbackward1) or when I try to run models for sub-samples for industries with different levels of capital intensity, I got the error message "convergence not achieved (r430)." Below is the command and the output. Any suggestions about what might be causing the problem or what I can do to deal with it would be greatly appreciated. Thanks!
xtlogit invest_dummy1 L.UStariff L.logNumEmp L.loggdppc2015 L.lndistcap_cepii L.soe L.lnideal l.chn_bit_inforce_dummy l.lnnewcases l.soe_UStariff l.lnideal_UStariff c.lngvcsrforward1 c.lngvcsrbackward1 chn asean eap1 eu lac mena na sa ssa , pa robust
GEE population-averaged model Number of obs = 702,397
Group variable: try Number of groups = 152,967
Family: Binomial Obs per group:
Link: Logit min = 1
Correlation: exchangeable avg = 4.6
max = 8
Wald chi2(19) = 241308.64
Scale parameter = 1 Prob > chi2 = 0.0000
(Std. err. adjusted for clustering on try)
---------------------------------------------------------------------------------------
| Robust
invest_dummy1 | Coefficient std. err. z P>|z| [95% conf. interval]
----------------------+----------------------------------------------------------------
UStariff |
L1. | .3552641 .7880581 0.45 0.652 -1.189301 1.89983
|
logNumEmp |
L1. | .0539625 .0181411 2.97 0.003 .0184065 .0895185
|
loggdppc2015 |
L1. | .6473486 .037083 17.46 0.000 .5746673 .72003
|
lndistcap_cepii |
L1. | .1183563 .1138321 1.04 0.298 -.1047505 .3414632
|
soe |
L1. | .4364091 .0745453 5.85 0.000 .2903031 .5825152
|
lnideal |
L1. | -.0290586 .070972 -0.41 0.682 -.1681612 .110044
|
chn_bit_inforce_dummy |
L1. | .5079771 .0738678 6.88 0.000 .3631989 .6527553
|
lnnewcases |
L1. | -.3141616 .0584568 -5.37 0.000 -.4287347 -.1995884
|
soe_UStariff |
L1. | -.5999982 .2099642 -2.86 0.004 -1.011521 -.1884758
|
lnideal_UStariff |
L1. | -.1553771 .1243075 -1.25 0.211 -.3990153 .0882611
|
lngvcsrforward1 | -.0165284 .0174239 -0.95 0.343 -.0506788 .0176219
lngvcsrbackward1 | -.0263967 .025891 -1.02 0.308 -.0771422 .0243488
asean | 1.365491 .1477119 9.24 0.000 1.075981 1.655001
eap1 | .6071593 .1920575 3.16 0.002 .2307335 .9835851
eu | .9428921 .1187976 7.94 0.000 .710053 1.175731
lac | 1.902343 .213105 8.93 0.000 1.484665 2.320021
na | 1.864935 .136914 13.62 0.000 1.596588 2.133281
sa | 2.470337 .1712235 14.43 0.000 2.134745 2.805929
ssa | -21.00024 .2072983 -101.30 0.000 -21.40654 -20.59395
_cons | -15.03641 1.015283 -14.81 0.000 -17.02633 -13.04649
---------------------------------------------------------------------------------------
convergence not achieved
r(430);
