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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Gllamm question |

Date |
Fri, 30 Nov 2007 10:00:03 +0000 (GMT) |

--- Barth Riley <BarthRiley@comcast.net> wrote: > I am running a multilevel logistic model using gllamm. In addition to > estimating fixed and random effects, I am using the geqs() option to > fit a regression model to predict the second-level latent variable. I > am encountering two problems: (1) even after 200+ iterations, gllamm > fails to converge in estimating the fixed effects, even though the > estimated coefficients remain unchanged throughout most of the > iteration cycle; and (2) I received the error "unable to estimate > maxmimum likelihood" during the estimation of the geqs() model You are trying to do a lot in a single model. As a general modeling strategy I would start simple and build the model by adding one complication at a time. That way it is much easier to diagnose any problem. I often don't practice what I preach, and I often start with estimating a much too complicated model. However, whenever I run into trouble (i.e. always) I diagnose the problem by going back to a simple model and building the complicated model by adding one complication at a time. Are you trying to estimate the fixed effects by adding dummies (e.g. the variables d1_1-d17_1)? In that case you are getting inconsisten estimates, see: http://www.stata.com/statalist/archive/2007-10/msg00935.html -- Maarten ----------------------------------------- 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/ ----------------------------------------- ___________________________________________________________ Yahoo! Answers - Got a question? Someone out there knows the answer. Try it now. http://uk.answers.yahoo.com/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Gllamm question***From:*"Barth Riley" <BarthRiley@comcast.net>

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