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Re: st: linear mixed model estimation


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: linear mixed model estimation
Date   Thu, 19 Jun 2008 17:09:39 +0100 (BST)

General advise in these cases is to start with a simpler model and add
complications one at the time: 
http://www.stat.columbia.edu/~cook/movabletype/archives/2006/11/my_debugging_ad.html

-- Maarten

--- Christian Weiß <C.Weiss@plusser-portal.de> wrote:

> Hello,
> 
> I am trying to estimate the following hierarchical model:
> "xtmixed bh5 beta logtotalassets_org diversification  netincome5yr ||
> country: beta propertyrights countryregulation uai stockmarketdev,
> cov(unstructured) || primarysic1digit: beta logtotalassets_org
> industryregulation netincome5yr, cov(unstructured)"
> 
> ( the dataset containts about 2000 observations). Unfortunately,
> after several hours and about 400 iterations the model still hasn't
> converged.  Is that strong evidence, that something is wrong with the
> model? According to your experience, how much time do your models for
> estimation?
> 
> Thank you very much!
> Best regards
> Christian
> 
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> 


-----------------------------------------
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/
-----------------------------------------


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