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Re: st: unhelpful error message when running xtmixed on Stata 9.2


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: unhelpful error message when running xtmixed on Stata 9.2
Date   Sun, 18 Feb 2007 23:23:51 +0000 (GMT)

If a model doesn't converge I always start with simpler models and add
step by step random effects, interactions, etc. This usually enables me
to find the problem. (usually its me...)

Hope this helps,
Maarten

--- Ashutosh Patil <arpatil@yahoo.com> wrote:

> 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
> http://www.stata.com/help.cgi?whatsnew 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. 
> 
> Thanks,
> Ash
> 
> 
>  
>
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-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


		
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