Jeph Herrin <[email protected]> wants to keep track of how many times
-xtmixed- failed to converge in the simulations:
> I'm running a simulation using -simulate- to call a wrapper program for
> -xtmixed-. Sometimes -xtmixed- doesn't converge, so I call -xtmixed- with
> the option -iterate(1000)-, which forces it to stop after 1000 iterations.
> What I would like to do is keep track of how often -xtmixed- is not
> converging before 1000 iterations. However, there seems to be no way that I
> can find to capture the number of iterations, other than parse the output of
> -xtmixed- itself. Is there anywhere that the number of iterations is stored
> for use post-estimation?
The number of iterations is not saved after -xtmixed- (or other -ml-
commands). However, Jeph can use -e(converged)-, saved after -xtmixed- and
other -ml- commands, to count how many times the model failed to converge
during simulations. To do this, return the values of -e(converged)- as a
returned result from the wrapper command. See an example below.
/******************************************************/
cap program drop mywrapper
program mywrapper, rclass
version 10
clear
set obs 10
gen double id = _n
gen double y = 2*invnormal(uniform())
expand 5
replace y = 5 + y + invnormal(uniform())
xtmixed y || id: , iter(3)
return scalar Nconverged = e(converged)
end
simulate (r:conv = r(Nconverged)) _b, reps(3): mywrapper
qui summ r_conv
di as txt "# converged: " as res r(N)
/******************************************************/
--Yulia
[email protected]
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