Stata nbreg convergence not achieved Why Stata; Features; New in Stata 18; Disciplines; Stata/MP; Which Stata is Iteration 50: log likelihood = -337504. The following data appeared inRodr´ıguez (1993): My question is if > the > fact that convergence has not been achieved makes the estimations > unreliable. So try with a more For xtpoisson its a fixed effect for the scale parameter, and for the nbreg its a fixed effect for the shape parameter. On 1/31/06, Benjamin M. In either case, if you see the not concave message repeatedly like that it is generally a good idea to look at simplifying your model and trying to identifying which variable is causing the model to fail to converge in a reasonable amount of time. It is running for more than 24 hours and still has no results. From: Lena Lindbjerg Sperling <[email protected]> Prev by Date: Re: st: Convergence never achieved with MI impute chained Hello, I use STATA 11. If that is the case, like others have suggested, you may be able to bypass the problem by grouping some industries. One reason for non-convergence could be a high collinearity among variables. In other words, the parameters can change very quickly as new data flows into the model and the confidence intervals of the parameters may be so huge as to show that they are statistically insignificant. B is a sub-population of A. My question is: after 300 iterations Stata showed "convergence not achieved", what does it mean? I >have two binary outcomes, A and B. > > Ebru > > ----- >> Subject: Re: st: Warning convergence not achieved >> From: [email protected] >> Date: Sun, 5 Aug 2012 09:02:49 -0700 >> To: [email protected] >> >> Hi Ebru, >> >> Have you checked the cell sizes for your dummy variables? If you have one or two dummy variables that make up a small Forums for Discussing Stata; General; You are not logged in. I run the command -asmprobit- with some case specific covariates and there is no any alternate specific variable in my data. Weights are not allowed with the bootstrap prefix; see[R] bootstrap. Also, each country within the survey provides a representative sample of its population. I believe this suggests that the model is not identified (is that correct?). When I run probit for outcome A, it went well, but when I try outcome B, the estimation went for overnight, and after thousands of iterations of the ML, the STATA said "convergence not achieved, r(430)". > > I have found that a hurdle model (logit / zero-truncated negative > binomial) converges more easily and has only slight worse fit than > the zinb in the set that will converge. I use xtlogit with fixed effects. I invented some hypothetical data in order to see if I could run the specification but Stata sends me For example, suppose I created a do loop through a five sets of initial conditions such that if one set of conditions does not converge, the others might. This will cause Stata to change its choice of steps during the iteration. Just to be clear, I suspect that the person who was so adamant does not fully understand these Stata commands. Some iterations in the Stata output display these “not concave” messages: It should not back up to the same point and declare convergence. This will happen, for example, if one of your regressors is a dummy that is equal to one only when y is equal to zero. 488745 (not concave) Iteration 1: log likelihood = -70. could use nbreg for this (see[R] nbreg), but in some count-data models, you might want to account for the prevalence of zero counts in the data. Hello: I am conducting a Discrete Choice Experiment where I am trying to identify the willingness to pay for cars that are committed positevely with the environment. Sometimes this does the trick, I run several zero-inflated ordered logit models with the ziologit command in Stata. I have two binary outcomes, A and B. Problem. Anyway, my guess is that when you include some regressors you get conditional underdispersion and therefore Stata struggles because it is trying to estimate a "negative variance", if you see what I mean. This is a very serious problem. Ben, check out the combination of -capture- and -noisily-, or the nostop option of the -do- command, these might help. For instance, you could count how many fish each visitor to a park catches. The problem here is that I want to run a propensity score matching method to deal with my data. Dear Max, I agree with Rich's comments; it would be great if you could provide more information. I have attempted including additional variables to improve model identification but but these have also failed to achieve convergence. 9 SoFi Users Meeting 13. 44 (not concave) Iteration 51: log likelihood = -337503. This coefficient vector can be combined with the model and data to produce a log-likelihood value L k. Dear All, When I run the tobit estimation, sometimes it gives this warning "convergence not achieved". According to the STATA manual, the nbreg command parameterizes the overdispersion parameter α as lnα, while gnbreg allows lnα to be modeled as lnαj = zjγ, a Some of the non convergence problems can be identified, but often they are very tricky to diagnose. The procedure then finds a b {k+1}, which produces a better (larger) log-likelihood value, L {k+1}. Meta-regressioninvestigateswhether Maximum-likelihood estimators produce results by an iterative procedure. But still there might be cases where the "optimal" parameters are inside the open interval (0,1) and convergence is not not achieved, or am I wrong in this assumption? From Kjetil Arne Van Der Wel < [email protected] > To [email protected] Subject Re: st: Gllamm: Convergence not achieved: try with more quadrature points: Date Thu, 23 Sep 2010 09:39:44 +0200 I have tried running the same model in R and SAS with less success. I am using Stata 13 for Windows. It should print out a message like “convergence not achieved”, or it should try to do something intelligent like randomly I'm running a structural equation model using Stata's SEM builder and am having difficulty achieving convergence of even the most simple models with my dataset. -mixed- is more flexible in that you can have more levels, include random slopes, and a range of Stata: Data Analysis and Statistical Software . You can try to report your results here and we can see if anything can be I am estimating an endogenous switching regression model using the 'movestay' command. 00 Re: st: Convergence never achieved with MI impute chained. Hi All, I'm trying to run Probit regressions for a binary outcome model. , poor initial conditions or > multicollinearity in a bootstrap sample). It should not back up to the same point and declare convergence. Or, to see whether each set arrives at the same optimum. I did actually run the command with pweight (I tried both methods), but that did not change the situation. 736077 (not concave) Iteration 2: log likelihood = -70. From: Kjetil Arne Van Der Wel <[email protected]> Re: st: Gllamm: Convergence not achieved: try with more quadrature points From James Buchanan < [email protected] > To "[email protected]" < [email protected] >Subject RE: Re: st: Clogit does not converge (Stata returns “not concave” for every iteration) – possible dummy variable problem in a DCE Dear Ebru, It may be the case that one of your industry dummies is equal to 1 only when y is equal to zero. Based on this set, zinb is a better fit than zip or nbreg. coeflegend does not appear in the dialog box. > >I tried to use alternatives, such as -logit-, or -glm, f(b) l(p Next by Date: Re: st: Probit regression does not work, convergence not achieved (out of office until12th June) Previous by thread: st: Probit regression does not work, convergence not achieved; Next by thread: Re: st: Probit regression does not work, convergence not achieved (out of office until12th June) Index(es): Date; Thread 急！pvar模型确定最优滞后阶数时出现convergence not achieved怎么解决啊？ 3 个回复 - 1321 次查看 因为第一次做pvar有点不太会 但是在运行时相关性检验显著通过，在滞后阶数选择时出现convergence not achieved 不知道该怎么处理了，有没有大神教一下啊 救救孩子5555 2023-4-4 23:50 - 得爱戴 - Stata专版 Re: st: Warning convergence not achieved. Follow-Ups: . I get estimations but it says: "Convergence not achieved". 2199 (not concave) Iteration 305: Log likelihood = -1275. From: Kjetil Arne Van Der Wel <[email protected]> References: . I am getting a message in the calculation summary that "Convergence is NOT achieved. 712676 1. Our dependent variable (DV) is drinkdaysperweek, which represents the number of days per week that the participant had at least one drink during the Stata: Data Analysis and Statistical Software . I have done some imputation for this project and found a single imputation set that will converge on Stata, but will not converge on R or SAS. 6 weight. Independent variables are both dummy and numerical variables. Paul Allison recommends on his blog (http://www. 69 (not concave) Break r(1); If the problem is lack of identification, the criterion function being optimized (the log likelihood st: Gllamm: Convergence not achieved: try with more quadrature points. Log in; Create an account ; Products. For the next release of Stata, we will fix this. Rabe-Hesketh & Skrondal, > 2006)), because the sampling procedure was not ‘complex’, > i. vce() and weights are not allowed with the svy prefix; see[SVY] svy. 13 (not concave) Iteration 101: log likelihood = -337400. Here“randomeffects”and“fixedeffects”applyto 6nbreg— Negative binomial regression nbreg It is not uncommon to posit a Poisson regression model and observe a lack of model fit. . I have I hope that this does not confuse the statalist-thread, but you should always ask at the list, and not via private communication. I run several zero-inflated ordered logit models with the ziologit command in Stata. The probability Pr(y i deaths) ranges from 0. Together, the countries constitutes EU-25, and hence, do not represent a greater *population' of countries. 1. Qty: 1. From: Lena Lindbjerg Sperling <[email protected]> References: Fwd: st: Convergence never achieved with MI impute chained. You can browse but not post. You may be able to model When running melogit, at almost each iteration it says not concave . > If that is the case, what should I do to try to improve estimations? > I have tried dropping some variables but still convergence is not achieved. Re: st: Gllamm: Convergence not achieved: try with more quadrature points. "Background. -xtreg, re- and -mixed- estimate the same model when you have only a two-level hierarchy, no random slopes, and independent covariance structure. Many visitors may catch zero, because they do not fish (as opposed to being unsuccessful). e. Amadou Diallo had difficulty posting this to the list. $11,763. 00. > >When I run -probit- for outcome A, it went well, but when I try >outcome B, the estimation went on over-night, and after thousands of >iterations of the ML, Stata reported "convergence not achieved, >r(430)". Good to know that's not just me who finds it difficult! I just looked at the mail again, and the data is not as bad as it looks, as I'm only imputing on the employed population (lstatus==1) and when we only look at them mi describe shows: mi describe Style: wide last mi update 21jun2012 10:03:51, 18 seconds ago Obs. If the variance is the problem, then it does not necessarily mean, that you don't have Re: st: Probit regression does not work, convergence not achieved. 365778 0 总结logit或probit模型不收敛问题，提供解决方案和注意事项。 I am working on a binomial logistic regression with around 1. I have been able to run OLS, and robust regressions (rreg) on How can I deal with that? > > Kind regards > Ebru > > > ----- >> From: [email protected] >> To: [email protected] >> Date: Sun, 5 Aug 2012 15:42:50 +0100 >> Subject: RE: st: Warning convergence not achieved >> >> Dear Ebru, >> >> The reason may simply be that the Tobit ML estimates do not exist for your >> data set. It's possible that the model didn't truly converge, but just reached the default maximum number of iterations. From: Steve Samuels <[email protected]> References: st: Gllamm: Convergence not achieved: try with more quadrature points. My scenario is not converging on a solution when once computed. I haven't tried the following > for a run that blows up, but I believe that you can get an idea of SAS's > gradient and Hessian at-convergence by feeding its regression coefficients to > Stata and then not iterating at all. com Remarksandexamples xtnbregfitsrandom-effectsoverdispersionmodels,conditionalfixed-effectsoverdispersionmodels, andpopulation-averagednegativebinomialmodels. – My equations system consists of three model and when I invoking 'isure' option, the stata output show " convergence not achieved". 007 to 0. 779402 (not concave)" Until I get this result at the end: convergence not achieved The model I'm trying to run is: There may be a couple of issues here (all of which were discussed in a paper we published the the Stata Journal (sorry, do not have the reference here). Sorry for describing the analysis so poorly. #delimit; Login or Register Log in with Search stata. What could be the reasons? and how can I deal with that? Hi, I'm using Stata 16 on Mac Os I've encountered the following problem: If I run whatever Tobit with Stata 16, I get the following error: . See [U] 20 Estimation and postestimation commands for more capabilities of estimation (output omitted) exchangeable working correlation matrix not positive definite convergence not achieved r(430); In that ado-file update, we also modified xtgee to reset p during iterations to be just inside the minimum boundary implied by the observed maximum panel size, which should help models that can converge to do so. The first thing I would try to do would be to change the scale of the dependent variable so that the log-likelihood function has values, say, between 100 and 1000. com/fe There are a few things you can try. : complete 2,702 Thank you for viewing my question! Now, I'm using Stata 14. Dear Steve, Many thanks for this. You probably didn't ask for an iteration trace in the SAS run, but it would > be good to see how things look at convergence. st: Gllamm: Convergence not achieved: try with more quadrature points The > weight was not scaled (as is otherwise suggested by the literature on > multilevel modelling of complex survey data (e. Is it valid to report the output since the data failed to converge? Thanks. fweights, iweights, and pweights are allowed; see [U] 11. 请教一个关于not concave的问题 - Stata专版 - 经管之家 (原人大经济论坛) Next by Date: Re: st: Convergence not achieved in MLE Heckman; Previous by thread: st: help to decide the model (poisson, nbreg, zip, zinb) Next by thread: Re: st: results of interaction term; Index(es): Date; Thread zinb—Zero-inflatednegativebinomialregression Description Quickstart Menu Syntax Options Remarksandexamples Storedresults Methodsandformulas References Alsosee Dear Statalist users, I am having an issue using the user-written command -clad-. It should print out a message like “convergence not achieved”, or it should try to do something intelligent like randomly search in the vicinity for a step that is an improvement. org. If we accept that running -firthlogit- or -probit-, instead of -logit- is a legitimate solution, I have even an easier solution which I guarantee will converge: just run a Linear Probability Stata’s nbreg model comes in two flavors: the default mean dispersion (or equivalently nbreg, dispersion I could have easily called this alpha and not delta, but nbreg uses delta to make the distinction between both models clearer. Forums for Discussing Stata; General; You are not logged in. Why does xtgee sometimes report that convergence was not achieved? How do you specify the variance function in nbreg to coincide with Cameron and Trivedi's (Regression analysis of count data, How can I get an R-squared value when a Stata command does not supply one? How can I calculate percentile ranks?. level 2 units do not constitute a sample. > > Also, I haven't been able to use the Heckman two steps procedure because I > need > to If you get convergence there (you ought to if they all converged individually), then take the e(b) vector of coefficients as the set of starting values (assign the vector to a Stata matrix and feed it forward via the from() option) for the final st: help to decide the model (poisson, nbreg, zip, zinb) From: [email protected] Prev by Date: st: Incorporating values of variable or parameter estimates in graph titles and labels; Next by Date: Re: st: Convergence not achieved in MLE Heckman; Previous by thread: st: help to decide the model (poisson, nbreg, zip, zinb) Index(es): Date; Thread Hello, I am using panel data over a many years and am having a problem running a quantile regression. Qty: 1 $11,763. I > have done some imputation for this project and found a single > imputation set that will converge on Stata, but will not converge on > R or SAS. Given that many of my dependent variable observations are 0, I initially used a -tobit- model. Subtotal: $0. Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist. Believe it or not, Stata is In this blog post, we’ll explore Poisson regression models using the HINTS 6 dataset. Considering your problem, I should have added, that the lack of variance might be the cause, but as Maaren already suggested, there might be other reasons. Some iterations in the Stata output display these “not concave” messages: Iteration 304: Log likelihood = -1275. The first regression runs very well without any convergence issues. In general these results should not be used as they usually suffer from very low robustness and display butterfly effect. 2 SE. Craig, Ph. One idea I have is to store the "optimal" parameters because I guess that values equal to 0 or 1 indicate that convergence was not achieved. 98. My primary question is, what are some general steps I can take to achieve model convergence when using SEMs? Convergence not achieved; Criteria list; Load/save criteria list; Reference profile from own data; Rolling PMF with changing number of factors; Shorten time of data import; y wave missing; Meetings and Workshops. 6xtnbreg—Fixed-effects,random-effects,&population-averagednegativebinomialmodels stata. Notice: On April 23, 2014, Statalist moved from an email list to a forum, To [email protected] Subject Re: st: Convergence never achieved with MI impute chained: Date Wed, 20 Jun 2012 18:04:34 -0500: Lena Lindbjerg Sperling The weight was not scaled (as is otherwise suggested by the literature on multilevel modelling of complex survey data (e. Go items in cart Stata/BE network 2-year maintenance Quantity: 196 Users. The problem is that whenever the regression fails to converge Stata stops running and displays the message: convergence not achieved r(430); The difficult option does 如图，bug有两个：（1）回归后红字提示convergence not achieved（2）表格底部也没有报告lnalpha值和alph 如图，bug有两个：（1）回归后红字提示convergence not achieved（2）表格底部也没有报告lnalpha值和alph Amy Duma and Joseph Coveney, with the risk of being a "a person who throws gloom over social enjoyment," this approach with the -firthlogit- is not a solution to the problem at hand. This is a flaw in Stata’s ml routine. Currently this is not possible, because when "convergence not achieved;" r(430), the batch stops running. Login or Register by clicking 'Login or Register' at the top-right of this page. At the beginning of iteration k, there is some coefficient vector b k. For more information on Statalist, see the FAQ. The remaining I am running stepwise nbreg to model antimicrobial resistance in bacteria and I get the message that "convergence not achieved" as following: Hi Yes Sun, usually (from my experience), nbreg needs about 7 iterations to converge. (output omitted) exchangeable working correlation matrix not positive definite convergence not achieved r(430); In that ado-file update, we also modified xtgee to reset p during iterations to be just inside the minimum boundary implied by the observed maximum panel size, which should help models that can converge to do so. The proportion of A being 1 is 25% and of B being 1 is 12%. Nick [email protected] xi: streg $regvars , d(w) and got (end of my output): _Iwlthind5_5 | 1. D. 0. 1. This will happen, for example, if one of your 面板数据负二项回归无法收敛 - Stata专版 - 经管之家 (原人大经济论坛) I have tried running the same model in R and SAS with less success. 52 (not concave) Iteration 52: log likelihood = -337502. 2782 (not concave) Iteration 306: Log likelihood = -1275. From: William Buchanan <[email protected]> Prev by Date: Re: st: Stata extremely slow on bsqreg and sqreg command; Next by Date: Re: st: Warning convergence not achieved; Previous by thread: Re: st: Warning convergence not achieved; Next by thread: Re: st: Warning convergence not achieved; Index(es When I add industry dummies, the model does not work. Notice: On April 23, 2014, Statalist moved from an email list to a forum, We also have the problem that the estimates do not converge and we get no estimate at all, unless we cut the number of observations by 50%, which is a shame because it costs us statistical significance. 6mln observations (panel data). From: Kjetil Arne Van Der Wel <[email protected]> Prev by Date: st: variance calculation, stratified sample; Next by Date: RE: st: RE: RE: RE: Comparison operator, similar to "IN" in SAS? Previous by thread: Re: st: Gllamm: Convergence not achieved: try with more quadrature 4nbreg postestimation— Postestimation tools for nbreg and gnbreg The expected number of deaths ranges from 80 to 90. Here E(y_i) = mu_i as well, and the variance of y_i is Check out -help maximize-. Convergence not achieved modelling a Mixed Logit Model 25 Jul 2016, 18:11. Dear Ebru, The reason may simply be that the Tobit ML estimates do not exist for your data set. <[email protected]> wrote: > For those who use ML or any difficult optimum estimator, convergence can > break down for multiple reasons (e. My question is if the fact that convergence has not been achieved makes the estimations unreliable. metaregress—Meta-analysisregression Description Quickstart Menu Syntax Options Remarksandexamples Storedresults Methodsandformulas References Alsosee Description metaregressperformsmeta-analysisregression,ormeta-regression,whichisalinearregression ofthestudyeffectsizesonstudy-levelcovariates(moderators). g. "Iteration 0: log likelihood = -70. If that is the case, what should I do to try to improve estimations? I have tried dropping some variables but still convergence is not achieved. You can specify the -difficult- option. statisticalhorizons. View cart. When I run -probit- for outcome A, it went well, but when I try outcome B, the estimation went on over-night, and after thousands of iterations of the ML, Stata reported "convergence not achieved, r(430)". The calculation solver was not able to converge on a solution given the number of traversals of the network and/or other unresolved user notifications In the program I tell Stata to do something only if the regression converged, and ignore the regression’s results and move on to the next regression if it didn’t converge. From: Nick Cox <[email protected]> Prev by Date: Re: st: Probit regression does not work, convergence not achieved; Next by Date: Re: st: Probit regression does not work, convergence not (output omitted) exchangeable working correlation matrix not positive definite convergence not achieved r(430); In that ado-file update, we also modified xtgee to reset p during iterations to be just inside the minimum boundary implied by the observed maximum panel size, which should help models that can converge to do so. 2734 (not concave) For example, suppose I created a do loop through a five sets of initial conditions such that if one set of conditions does not converge, the others might. Dear Wes, Thank you very much for your answer. com. Convergence not achieved: try with more quadrature points: Date Tue, 21 Sep 2010 14:18:07 +0200: Dear all, Stata/BE network 2-year maintenance Quantity: 196 Users. 急！pvar模型确定最优滞后阶数时出现convergence not achieved怎么解决啊？,SFA模型出现convergence not achieved问题要怎么解决！！！！,Probit回归结果出现convergence not achieved,使用PSmatch2以后出现convergence not achieved,stata求助：随机前沿（SFA）计算效率中出现convergence not achieved，如何解决 Dear Maria, I have also had problems with achieving convergence using Heckman MLE. From what I understand it is very common to have problems with convergence using MLE (I think Wooldridge's book argue this), that is why a lot of people still uses the twostep option. Stata: Data Analysis and Statistical Software . Rabe-Hesketh& Skrondal, 2006)), because the sampling procedure was not ‘complex’, i.
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