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From |
Adrian Gonzalez-Gonzalez <gonzalez-gonzale.1@osu.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: RE: GLLAMM Seeking tricks to get feasible initial values |

Date |
Tue, 20 Apr 2004 09:59:23 -0400 |

What about estimating a simpler model with only five (instead of 10) explanatory variables. Once you get convergence for the simpler model, keep adding explanatory variables, so that you will need to "guess" initial values only for the extra variable, one at the time. Adrian -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of SamL Sent: Tuesday, April 20, 2004 3:14 AM To: Stata Listserve Cc: SamL@demog.berkeley.edu Subject: st: GLLAMM Seeking tricks to get feasible initial values I am attempting to estimate a complementary log-log model in GLLAMM. Despite the following efforts, I have been unable to obtain feasible starting values: 1)I let gllamm come up with the values itself. 2)I estimated a cloglog model and used the fixed effects as starting values, and plugged in other numbers for the covariance terms (many different permutations, all to no avail). 3)Rescaled the interval-level variable independent variable (which ranges from -12 to 5) to range from -1.2 to .5, to make it more like to many dummy variables in the model (There are four random effects that are dummies, no intercept, and about 10 other variables in the model). 4)I used all zeros for the starting values. 5)Checked to see if any of my second-level contexts had no variation on the dependent variable (one of them had no variation), deleted that context, and re-tried all the above. 6)I estimated a GLLAMM cloglog model fixing the covariances of the (4) random terms at zero, and assuming multivariate normality, then tried to plug those values into a second GLLAMM run. No success with the first model, so the effort fizzled. This outcome has about 167,000 cases (but not nearly so much, as I have collapsed the data and am using frequency weights, so time won't be a problem I hope). Of these, about 3,500 are scored 1, and the remainder are scored zero. So, an asymmetric model, rather than a logit or probit, seems appropriate. But, I cannot get anything to start iterating. It keeps saying: >overflow at level 1 ( 4111 missing values) NOTE: This # changes >initial values not feasible >(error occurred in ML computation) >(use trace option and check correctness of initial model) >finish running on 20 Apr 2004 at 00:00:52 I have used the trace option, and nothing looks amiss. It just seems like I need feasible starting values. Any suggestions for how to obtain such for GLLAMM are greatly appreciated. Sam * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**UPDATE 1Re: st: RE: GLLAMM Seeking tricks to get feasible initialvalues***From:*SamL <saml@demog.berkeley.edu>

**References**:**st: GLLAMM Seeking tricks to get feasible initial values***From:*SamL <saml@demog.berkeley.edu>

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