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st: VS: Still gllamm

From   "Vartia, Niini" <>
To   <>
Subject   st: VS: Still gllamm
Date   Tue, 21 Sep 2004 08:54:40 +0200

Dear Edlira,
I had also some convergence problems with Gllamm and mlogit link, in particular when I tried to define the random effect as you have done. Have you looked at the Gllamm Manual? In the 9 chapter there are two examples of gllamm with mlogit and how to expand the data to be in appropriate form.  When I followed the Manual and used random intercept model my estimation converged fine, although it took long time.
I do not know if this helps you, but one advice a got from Professor Rabe-Hesketh was to start by reduced the number of integration points, then use matrix a=b(e) command and use from(a) option in the gllamm command. 
-----Alkuperäinen viesti----- 
Lähettäjä: Edlira Narazani [] 
Lähetetty: ma 20.9.2004 14:22 
Aihe: st: Still gllamm

	Dear all,
	1. I'm using gllamm as follows and at the end of iterations I dont get t-values
	or standard errors. Therefore I cant use it without estimation statisctics.
	gllamm depvar indepvar, robust i(nfirm) link(mlogit) fam(binom) nocons adapt
	Is it ok? Do you know how to resolve it?
	2. when I want to include some random effect (33 firms in 23 years follow some
	choices which take value 0, 1,2)I have done in this way. At the end of
	iterations I get the note: Hessian matrix is not symmetric.maximization did not
	gen const = 1
	eq intercept: const
	eq slope: year
	gllamm depvar inddepvar, robust i(nfirm) link(mlogit) family(binom) nrf(2)
	eqs(intercept slope) adapt nocons trace
	Is it right?
	I have written even previously to you regarding these questions but no reply so
	far. So I would really appreciate your answer.
	This message was sent using IMP - Facolta' di Economia - Torino.
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