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st: Different results from GLLAMM after each run?


From   Daniel Schneider <daniel.schneider@stanford.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Different results from GLLAMM after each run?
Date   Wed, 10 Oct 2007 17:53:54 -0700

I am somewhat puzzled by how much my results change when I use GLLAMM. Here is the code I have been using:

gen chosen=alt==dv

tab alt,gen(a)
eq a2: a2
eq a3: a3

gllamm alt iv1 iv2 iv1Xiv2 ,expand(respid chosen m) i(interviewer ) lin(mlogit) family(binom) nrf(2) nip(4) eqs(a2 a3) adapt

matrix a=e(b)

gllamm alt iv1 iv2 iv1Xiv2 ,expand(respid chosen m) i(interviewer ) lin(mlogit) family(binom) nrf(2) nip(8) eqs(a2 a3) adapt from(a)

matrix a=e(b)

gllamm alt iv1 iv2 iv1Xiv2 ,expand(respid chosen m) i(interviewer ) lin(mlogit) family(binom) nrf(2) nip(12) eqs(a2 a3) adapt from(a)



so I am using GLLAMM to run a random effects model for a multinomial logit regression and I am increasing the nip-value step by step using the prior coefficients as starting values. Note that iv1Xiv2 is the interaction of iv1 and iv2.

The results that I am getting when re-running these commands over and over again are quite similar, but they are not identical. In fact the results for iv1 look very similar but both iv2 and the interaction term do show some fluctuation. Nothing substantive but the p-value can range from .03 to .09 which is somewhat unfortunate.

Is there something that I am missing or doing wrong? Any ideas why these results might be so unstable? Any suggestions are appreciated!


Daniel
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