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st: Re: Negative variance for multiple imputed multilevel model

From   Maarten buis <>
To   stata list <>
Subject   st: Re: Negative variance for multiple imputed multilevel model
Date   Fri, 25 Apr 2008 11:40:59 +0100 (BST)

--- Asrul Akmal Shafie <> wrote:
> For some unknown reason, I am unable to send this message to
> Statalist though I am subscripting. Anyway, can you help to answer
> this query or perhaps forward it to the list?

The statalist FAQ gives a whole list of what can go wrong when posting
a message to the statalist and how to solve it. Most likely cause in
your case is not sending the message as plain text. 

> Hi Statalisters
> I am Asrul Akmal from Malaysia. I would like to ask your input here
> regarding the use of multiple imputations in STATA for my research in
> HIV. I am interested in applying multilevel model on my longitudinal
> cost data.
> Using 
> xi: mim: xtmixed lncsumoprice tindex2 age i.cd4cat i.vlcat
> i.c2clinstage i.cregcat4 i.cinitregcat4 || patientid: tindex2,
> variance
> results in negative variance for my model result. I also have tried
> to explore running xtmixed without mim using one of the five imputed
> dataset. The result gives positive variance for the same model
> specification. I would like to have your opinion for this

Parameter estimates provided by -mim- are means of the parameter
estimate in each imputed dataset. So my gues would be that, the
variance is (very) negative in at least one of these datasets. To see
if that is the case I would do the following:

xi: mim, noisily : xtmixed lncsumoprice tindex2 ...

Where ... means the rest of the command as you specified it in your
message. So, I have added the -noisily- option to -mim-, which will
display output from execution of the command within each of the imputed
datasets. You are looking for the dataset in which the variance is
negative. Once you have found that dataset you will probably want to
compare the imputed and the observed observations and see if there is
anything strange going on.

Hope this helps,

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

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