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st: handling zero random effects automatically in xtmixed

From   David Airey <>
Subject   st: handling zero random effects automatically in xtmixed
Date   Wed, 4 Jun 2008 07:31:37 -0500


This is related to my previous post on xtmixed syntax. In a microarray data set of gene expression, we are exploring parametric mixed model gene set enrichment analysis (GSEA). SAS Proc Mixed seems to bully its way through models with random effects that are essentially zero. Stata doesn't converge. The solution is to troubleshoot the model, maybe using emonly and 500 iterations, to verify a zero random effect, remove it, reformulate the model and run it again. The problem is that we are talking hundreds if not thousands of variance components mixed models. There needs to be an automatic method of dealing with zero estimated random effects. I don't know yet what SAS is doing differently, but I will find out.

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