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st: Problems with xtlogit during a simulation
I'm looking at xtlogit in simulated samples. Each sample has 100 cases and
each case may undergo a maximum of 3 cycles. Each case has a random age
(between 25 and 40) and a constant (per-case), per-cycle chance of success.
The probability is based on a known, linear function of age and is logistic
in form. No other covariates are used. The simulation involves generating a
uniform random variable and comparing it to the chance of success. If it is
lower than this chance, success is 'achieved'. If success is achieved in one
cycle, no further cycles are undertaken. Cases are not censored and 'leave'
only after 3 cycles or the achievement of success.
However, I encounter the following message...
discontinuous region encountered
cannot compute an improvement
I'm surprised by this message. I have an extremely simple data structure and
would expect no problems in the likelihood function. But I have this problem
and it occurs quite early in the simulation suggesting it occurs quite
frequently. I've tried several options (intpoints, difficult) but to no real
I've used xtlogit many a time on real data and never had this problem. Is
the simplicity of my data set itself a problem?
I'd be interested to hear if others have had similar problems and how they
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