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RE: st: Overflow at level 1 in GLLAMM


From   Xiaoheng Zhang <zhangx@tcd.ie>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: Overflow at level 1 in GLLAMM
Date   Thu, 23 Nov 2006 11:07:48 +0000

Thanks Cameron.Since my data set is arranged in the way for the conditonal logit
model, for every observation(firm), there are 12 lines each stands for a country
(alternative),I can not run a logit model.But I do think some of the
explanantory variables do not have variable effects across firms so I can set
them as having fixed effects.

Greetings,

Xiaoheng Zhang(Kevin)


 Cameron Gillies <cgillies@ualberta.ca>:

> 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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> > 
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