I am running a logit regression in R. I get a warning which signals the missing algorithm convergence.
My experience suggests that the problem may be due to the number of dummies in the model and/or to the limited IWLS iterations set by default by the software (25 in R).
Deleting all dummies from the model and increasing the IWLS iterations using the option
maxit = n in R does not produce any positive result.
What I've found is that not including the sampling weights (sw) in the model makes the warning disappear.
Can someone explain why and how I can solve for this problem?
Note that the arbitrary exclusion of the sw causes some (minimal) changes in the results that I get with no-convergence achieved.