Hello Statalist,
I have recently upgraded to Stata 14.2 and am using the new eteffects command. I have been bootstrapping standard errors with eteffects successfully to this point; however, this specific model repeatedly will run for about 250 iterations and then never move forward for an hour or more, although Stata's "working" indicator (the spinning wheel at the bottom right) runs.
I checked it step by step using the noisily command and found that the problem iteration returns the following notes:
If left to its own devices, it will keep repeating the last value (2.7953516) for more than 100 iterations. The preceding runs of this model converge in one or two iterations at most, and I strongly suspect that the problem is the 6790 missing values alluded to in the notes - they never show up until the problem run. However, I'm not sure why these values are missing in this one case, or indeed what it refers to when it says that they are missing in equations 5, 6, 7, etc. The sample in the other runs of the model is 8,466 individuals, and there does not seem to be any variable that is missing for anywhere near 6,790 respondents.
Here is a sample of my dataset:
When I set a different seed, the endlessly-iterating problem still occurs, but after fewer replications.
I would greatly appreciate any feedback the list can provide on strategies for diagnosing, understanding, and/or fixing this issue.
Sincerely,
Liz Wood
I have recently upgraded to Stata 14.2 and am using the new eteffects command. I have been bootstrapping standard errors with eteffects successfully to this point; however, this specific model repeatedly will run for about 250 iterations and then never move forward for an hour or more, although Stata's "working" indicator (the spinning wheel at the bottom right) runs.
Code:
eteffects (uscnoer AGE3X i.female i.race i.ratehealth K6SUM4 i.degree i.marriedyes i.household i.poverty i.region i.urban i.employment i.recession, probit) (switch i.ivfour i.ivfive), vce(bootstrap, reps(1000) seed(51113))
Code:
note: 6790 missing values returned for equation 5 at initial values note: 6790 missing values returned for equation 6 at initial values note: 6790 missing values returned for equation 7 at initial values note: 6790 missing values returned for equation 8 at initial values note: 6790 missing values returned for equation 9 at initial values #Iteration 0: EE criterion = 3.2510106 (not concave) Iteration 1: EE criterion = 3.0020691 (not concave) Iteration 2: EE criterion = 2.8847664 (not concave) Iteration 3: EE criterion = 2.7962922 (not concave) Iteration 4: EE criterion = 2.7957563 (not concave) Iteration 5: EE criterion = 2.795542 (not concave) Iteration 6: EE criterion = 2.7953705 (not concave) Iteration 7: EE criterion = 2.7953534 (not concave) Iteration 8: EE criterion = 2.7953517 (not concave) Iteration 9: EE criterion = 2.7953516 (not concave) Iteration 10: EE criterion = 2.7953516 (not concave)
Here is a sample of my dataset:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input float(uscnoer switch) byte AGE3X float(female race ratehealth) byte K6SUM4 float(degree marriedyes household poverty region urban employment recession switch ivfour ivfive) 0 0 55 0 0 3 0 0 0 2 5 2 1 2 2 0 0 0 1 1 58 1 1 2 -1 2 0 2 4 1 1 0 2 1 0 0 1 0 47 0 0 3 8 1 0 1 5 2 0 2 2 0 0 0 1 0 20 0 2 3 17 1 0 2 3 3 1 0 2 0 0 0 1 0 44 1 1 2 2 1 0 2 3 4 1 2 2 0 0 0 1 0 45 1 0 5 20 1 0 2 1 1 1 2 2 0 0 0 1 1 60 0 0 3 1 1 1 2 4 4 1 2 2 1 0 0 1 0 47 1 2 4 18 0 0 2 1 1 1 0 2 0 0 0 1 0 58 0 2 3 2 0 1 2 4 4 1 0 2 0 0 0 0 1 52 0 0 4 0 1 1 2 4 2 1 2 2 1 0 0 end label values AGE3X H1560135X label values K6SUM4 H1561688X label def H1561688X -1 "-1 INAPPLICABLE", modify
I would greatly appreciate any feedback the list can provide on strategies for diagnosing, understanding, and/or fixing this issue.
Sincerely,
Liz Wood