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RE: st: Overflow at level 1 in GLLAMM


From   Cameron Gillies <cgillies@ualberta.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Overflow at level 1 in GLLAMM
Date   Wed, 22 Nov 2006 15:28:43 -0700

Hi Kevin,

I think your best bet will be to drop some of the random effects, but you
could keep the fixed effects.  Graphing the data may help decide which to
drop, but I have also found, with a standard -logit-, that comparing the
standard errors with and without the -cluster()- option seems to be a good
place to start.  The variables with an increase in the SE with -cluster-
seem to be the ones where a random effect most improves model fit.

Hope that helps,
Cam Gillies


Thanks.I will try to kick some of them out so at least I can test if my
model is
feasible.

Kevin


ÒýÓÃ Nick Cox <n.j.cox@durham.ac.uk>:

> The simple answer is that this won't help. You
> are fitting a very difficult model and changing the memory
> won't make it less difficult. You might get results
> faster, at best, but the answer will be the same.
> 
> Nick 
> n.j.cox@durham.ac.uk
> 
> Xiaoheng Zhang
>  
> > Dear Anders,
> > 
> > In my sample there are 12 countries as an alternative set and
> > total 2076
> > observations(173 firms*12 countries).Frankly I am reluctant
> > to remove any one of
> > them from the alternative set.Could I set a large memory for
> > Stata to tackle
> > this problem.Currently the memory allocated to Stata is 100mb
> > and the dataset is
> > far smaller than 100mb.
>  
> 
> Anders Alexandersson <andersalex@gmail.com>:
>  
> > > Kevin (Xiaoheng Zhang <zhangx@tcd.ie>) wonders why overflow
> > can happen
> > > when using gllamm for a location choice problem:
> > > 
> > > > I am running a multilevel regression model by -GLLAMM-.The initial
> > > > results are good but then the program reports "overflow
> > at level 1 (173
> > > > missing values)".It keeps reporting this msg for a long
> > time.Anyone has a >
> > > hint about this? [...] For you information,my command are
> > > > -gllamm location eatr cdrug2 dist ap sisters2 wage3 edu3
> > cai share if
> > > > highgrow==1&deudmy==0, nocons expand(id choice o) i(parentid2)
> > > > lin(mlogit) family(binom) nrf(10) eqs(eatr cdrug2 dist ap
> > sisters2 wage3
> > > > edu3 cai share cons) nip(8) trace adapt-
> > > 
> > > I think that Stata's error message for numerical overflow,
> > r(1400), is
> > > helpful here, because gllamm uses numerical integration. The error
> > > description for r(1400) begins with this sentence: "You
> > have attempted
> > > something that, in the midst of the necessary calculations, has
> > > resulted in something too large for Stata to deal with accurately."
> > > Thus, I guess that if Kevin tries to estimate a simpler model, the
> > > message may disappear. Kevin, for example how many choice categories
> > > do you have? Try with fewer choice categories.
> 
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