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From |
SamL <saml@demog.berkeley.edu> |

To |
Stata Listserve <statalist@hsphsun2.harvard.edu> |

Subject |
UPDATE 1Re: st: RE: GLLAMM Seeking tricks to get feasible initialvalues |

Date |
Tue, 20 Apr 2004 07:40:33 -0700 (PDT) |

Thanks, Adrian, that's a good idea. I just tried it, and all models had the same result. That is, the most trimmed model had only the 4 random effects in it. The vector of coefficients/variances/covariances that was produced for starting values was not feasible. It was basically 4 coefficients (race/sex-specific intercepts in a no-intercept model), 4 values of .5, and 6 values of 0 (for the covariances). I also added additional independent variables in a few stages, and got the same result--infeasible starting values. Still searching for ideas, any suggestions appreciated. Thanks. Sam On Tue, 20 Apr 2004, Adrian Gonzalez-Gonzalez wrote: > 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/ > * * 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/

**References**:**st: RE: GLLAMM Seeking tricks to get feasible initial values***From:*Adrian Gonzalez-Gonzalez <gonzalez-gonzale.1@osu.edu>

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