Hi Statalist,

I'm using fmm: logit in Stata 15.1. My dataset contains ~21000 observations and I'm trying to fit a 3 components finite mixture model with 15 covariates (x1-x15) to explain my binary outcome y. However, I failed to do so with "not concave" error message.
My code:
Code:
fmm 3: logit y x1 x2 ... x15
I've searched for a solution and tried specifying the number of iterations:
Code:
fmm 3, iterate(#): logit y x1 x2 ... x15
After trying 200, 500, 1000, 5000 and 10000 iterations, I found that from the iteration number 1000, the results seem to stabilize (the probabilities, mean value of each class and the coefficients from 3 sets of logit model). However, as the model does not converge at all, I suppose these results are not reliable.

Also, haven't found any example on applying fmm: logit model. Could you please give me some advice on this?
Thank you very much for your time!

Best regards,
Nina Nguyen.