固定效应模型不收敛 - Stata专版

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aimentu650

发表于 2019-9-6 23:28:58 |AI写论文

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求助：我在stata上进行xtlogit固定效应回归，但是模型不收敛，一直不出结果，如下。请问出现这种情况的原因是什么？我尝试删除了一些异常值，但仍旧不收敛。

. xtlogit Zombie Subsidy Market FeeR Holding Size Lev lage q SOE, fe
note: multiple positive outcomes within groups encountered.
note: 1,522 groups (15,199 obs) dropped because of all positive or
   all negative outcomes.
note: Market omitted because of no within-group variance.
note: lage omitted because of no within-group variance.
note: SOE omitted because of no within-group variance.

Iteration 0: log likelihood = -2.3025851
Iteration 1: log likelihood = -3.553e-15  (not concave)
Iteration 2: log likelihood =  3.553e-15  (not concave)
Iteration 3: log likelihood =  3.553e-15  (not concave)
Iteration 4: log likelihood =  1.066e-14  (not concave)
Iteration 5: log likelihood =  1.066e-14  (not concave)
Iteration 6: log likelihood =  1.066e-14  (not concave)
Iteration 7: log likelihood =  1.066e-14  (not concave)
Iteration 8: log likelihood =  1.066e-14  (not concave)

......