Hi,
I am running a logit on a fairly large database (2500 individuals and 620 possible choices). I am using the discrete choice application in gauss and it seems to run forever without converging and without giving me any error message. Any idea of what may be possibly going on?
The code is here:
new; cls; library dc; //Load Data chdir /Users/matteobobba/Dropbox/COMIPEMS/Codes; //chdir /Users/matteobobba/Dropbox/Search_Schooling/Estimation/Matteo; load y[1396437,3] = datamatrix_1opt.txt; //Step One: dcControl structure //Declare dcControl structure struct dcControl dcCt; //Initialize dcControl structure dcCt = dcControlCreate(); //Step Two: Describe data names dcSetYVar(&dcCt,y[.,2]); //Dependent variable dcSetYLabel(&dcCt,"mode"); dcSetCategoryVarLabels(&dcCt,"choiceno"); //Category Labels dcSetCategoryVar(&dcCt,y[.,1]); dcSetYCategoryLabels(&dcCt,"y[.,1]'"); //Attribute variables dcSetAttributeVars(&dcCt,y[.,3]); dcSetAttributeLabels(&dcCt,"bg"); //Turn off constant dcSetConstant(&dcCt,"off"); //gm because including attributes g1 = { .1 }; mask = {1}; dcCt.startValues = pvPackmi(dcCt.startValues, g1' , "g1" , mask', 3); //dcCt.startValues = pvPackmi(dcCt.startValues, b , "b", mask , 2); //Step three: Declare dcOut struct struct dcout dcout1; //Step Four: Call ConditionalLogit dcout1 = conditionalLogit(dcCt); //Print Results call printDCOut(dcOut1);