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Re: st: VS: Still gllamm


From   Edlira Narazani <narazani@econ.unito.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: VS: Still gllamm
Date   Tue, 21 Sep 2004 10:37:10 +0200

Dear Laura and Stas,

Thank you for the replies. I am following the manual of gllamm and hope to get
some convergence.

all the best
Edlira

Scrive "Vartia, Niini" <Niini.Vartia@iue.it>:

> 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.
>
> Best,
>
> Laura
>
>
>
> -----Alkuperäinen viesti-----
> Lähettäjä: Edlira Narazani [mailto:narazani@econ.unito.it]
> Lähetetty: ma 20.9.2004 14:22
> Vastaanottaja: statalist@hsphsun2.harvard.edu
> Kopio:
> 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
> 	trace
>
> 	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
> 	converge.
>
> 	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.
>
> 	Edlira
>
>
>
>
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