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Re: st: Run time for GLLAMM multilevel modeling


From   Michael Ingre <Michael.Ingre@ipm.ki.se>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Run time for GLLAMM multilevel modeling
Date   Mon, 22 Nov 2004 15:10:16 +0100

Dear Dari,

Unfortunately, -gllamm- relies on numerical integration and is not very fast in higher dimensional models, especially not with continuos outcomes. Also, it is recommended to use the -adapt- option with continuos outcomes. There are two techniques you could use to speed up -gllamm-. 1) Use -contract- to reduce the number of observations and calculate frequency weights for use with the -wt()- option of gllamm. 2) Start with fewer integration points to get approximate starting values for use in your final model. Computing time increases approx exponentially with number of integration points and the number of random effects. The first option might not be very efficient for you because you have (it seems) continuos x-variables in your model. The second approach looks like this:

. gllamm volun schmooz soctrust macher happy educ income marital ///
, i(respno friend zip) nip(4) adapt // starting values with 4 quadrature points
. matrix b = e(b)
. gllamm volun schmooz soctrust macher happy educ income marital ///
, i(respno friend zip) from(b) nip(8) adapt // increase to 8
. matrix b = e(b)
. gllamm volun schmooz soctrust macher happy educ income marital ///
, i(respno friend zip) from(b) nip(16) adapt // check the stability of the results see -whelp quadchk- for info.

Michael



On 2004-11-20, at 13.33, Dari Sylvester wrote:


Greetings, Statlisters:

I am currently running a 3-level nested model in
gllamm with an n=30,000.  It has been running for 39
hours and it on iteration 7.

I have been told these programs may run overnight, but
never heard of something this long.  Since I'm new to
gllamm, I'm afraid I've done something wrong.  I've
included the commands below:

gllamm volun schmooz soctrust macher happy educ income
marital, i(respno friend zip)

----------------------------------------
Volun = DV; schmooz - marital = explanatory vars;
respno, friend, zip are my 3 levels

Does anyone have any insight on this??

Thanks much!
Dari



=====

<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<

Dari Elise Sylvester

Doctoral Candidate

Department of Political Science, Stony Brook University








		
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------------------------------------------------
Michael Ingre , PhD student & Research Associate
Department of Psychology, Stockholm University &
National Institute for Psychosocial Medicine IPM
Box 230, 171 77 Stockholm, Sweden

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