by dhewitt » Mon Dec 07, 2009 2:37 pm
If you don't have enough information in the data to estimate a parameter, it often goes to a boundary (0 or 1) and MARK will often not count that parameter with the LOGIT link. Most times it recovers the right number of parameters with the SIN link, but that is not an option for every model. You should be able to figure out the ones that are not counted by looking at the real estimates (huge SEs e.g.). Bottom line is that with sparse data (and sometimes with good data) you need to know the number and check MARK for each model. We adjust parameter counts in almost all models anymore, as boundary estimates cause MARK to miscount.