连老师,我在用logit模型,在使用中发现,如果自变量的数目很多的时候,就会出现不收敛的状况,如下:
logit vnp_tiov employee totalasset_n age rd_sales dum_export dum_east dum_foreign IMP_PR IMP_PR_2 year
Iteration 0: log likelihood = -256793.14
Iteration 1: log likelihood = -235835.53
Iteration 2: log likelihood = -231220.77
Iteration 3: log likelihood = -225222.18
Iteration 4: log likelihood = -225088.83
Iteration 5: log likelihood = -225088.83 (backed up)
Iteration 6: log likelihood = -225088.83 (backed up)
Iteration 7: log likelihood = -225088.83 (backed up)
Iteration 8: log likelihood = -225088.83 (backed up)
Iteration 9: log likelihood = -225088.83 (backed up)
--Break--
r(1);
如果只保留主要变量,就可以收敛,如下:
. logit vnp_tiov IMP_PR IMP_PR_2
Iteration 0: log likelihood = -256826.35
Iteration 1: log likelihood = -256107.05
Iteration 2: log likelihood = -256098.35
Iteration 3: log likelihood = -256098.35
Logistic regression Number of obs = 825405
LR chi2(2) = 1456.00
Prob > chi2 = 0.0000
Log likelihood = -256098.35
我想问的问题是,第一:收敛的含义是什么?
第二:在实际分析中,要想让logit模型收敛得出结果,是不是要试错,试一下自变量的组合有哪些可以收敛,从而设定计量公式?