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st: unhelpful error message when running xtmixed on Stata 9.2

From   Ashutosh Patil <>
Subject   st: unhelpful error message when running xtmixed on Stata 9.2
Date   Sun, 18 Feb 2007 14:23:47 -0800 (PST)

Hello Folks:

I am running xtmixed with a 3-level design. I am looking for the
significance of cross-level effects, and also for significance of fixed
and random coefficients. 

I am running this on Stata 9.2 (with all the latest updates). I read on that this problem of "hessian
becoming unstable and/or assymmetric" has been overcome in the latest
Stata update. 

However, with ML (and reml), the program ends and it does provide me the
output. However, there are two warning messages in red. The first is,
"Hessian has become unstable or asymmetric". And, the second is, "Warning:
convergence not achieved; estimates are based on iterated EM". 

What do I conclude with this. Is there any ill-conditioning of the data?
Or, is this bug in Stata?

Any advice will be greatly appreciated. 


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