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RE: st: estimation using gllamm, oprobit model fails to converge


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: estimation using gllamm, oprobit model fails to converge
Date   Mon, 10 Aug 2009 22:18:03 -0400

Hi Frank,
You use an ordered probit model, yet your DV appears to have 23 categories (22 thresholds).
Could this be the problem? Perhaps simply modeling it as continuous would be more appropriate. With 23 categories, I don't think modeling the latent response variate y* offers much value-added over modeling the observed y.
Cam
----------------------------------------
> From: fjgallo@mac.com
> To: statalist@hsphsun2.harvard.edu
> Subject: st: estimation using gllamm, oprobit model fails to converge
> Date: Mon, 10 Aug 2009 18:57:28 -0400
>
> Hi All,
>
> I used -gllamm- to run a Random Intercepts-Only Model. Below is the
> output. The DV is ordinal, and believed to have a continuous latent
> continuum. I am teaching myself multilevel modeling, Stata, and the
> _gllamm- command. I am using Stata Version 11. Would the below failure
> to converge suggest that there is little variability between j groups
> on the DV? "or" Did I do something wrong in the model specification? I
> found that this model - xtmixed pforce || pd:, mle variance -
> converged and yielded a significant between-group difference that
> suggested groups mattered. I would greatly appreciate any guidance and
> resources. I have been using Rabe-Hesketh & Skrondal's (2008) book for
> Stata. Thank you.
>
> Best,
> Frank
>
>
> . gllamm pforce, i(pd) nip(12) link(oprobit) adapt trace
>
> General model information
> ------------------------------------------------------------------------------
>
> dependent variable: pforce
> ordinal responses: oprobit
> equations for fixed effects
> _cut11: _cons
> _cut12: _cons
> _cut13: _cons
> _cut14: _cons
> _cut15: _cons
> _cut16: _cons
> _cut17: _cons
> _cut18: _cons
> _cut19: _cons
> _cut110: _cons
> _cut111: _cons
> _cut112: _cons
> _cut113: _cons
> _cut114: _cons
> _cut115: _cons
> _cut116: _cons
> _cut117: _cons
> _cut118: _cons
> _cut119: _cons
> _cut120: _cons
> _cut121: _cons
> _cut122: _cons
>
>
> Random effects information for 2 level model
> ------------------------------------------------------------------------------
>
>
>
> ***level 2 (pd) equation(s):
>
> standard deviation of random effect
> pd1: _cons
>
> number of level 1 units = 3300
> number of level 2 units = 16
>
> Initial values for fixed effects
>
>
> Iteration 0: log likelihood = -2735.2811
>
> Ordered probit estimates Number of obs
> = 3300
> LR chi2(0)
> = 0.00
> Prob> chi2
> = .
> Log likelihood = -2735.2811 Pseudo R2
> = 0.0000
>
> ------------------------------------------------------------------------------
> pforce | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------
> +----------------------------------------------------------------
> -------------
> +----------------------------------------------------------------
> _cut1 | -1.583387 .035338 (Ancillary parameters)
> _cut2 | 1.196465 .0285592
> _cut3 | 1.19802 .0285798
> _cut4 | 1.202704 .0286423
> _cut5 | 1.269557 .0295796
> _cut6 | 1.271259 .0296046
> _cut7 | 1.276389 .0296804
> _cut8 | 1.464599 .0328633
> _cut9 | 1.466823 .032906
> _cut10 | 1.524945 .0340702
> _cut11 | 1.529823 .0341722
> _cut12 | 1.674974 .0375413
> _cut13 | 1.678071 .0376208
> _cut14 | 1.684313 .037782
> _cut15 | 1.806059 .0412223
> _cut16 | 1.809953 .0413422
> _cut17 | 1.947163 .0460173
> _cut18 | 2.262989 .0610329
> _cut19 | 2.349713 .0665442
> _cut20 | 2.361894 .0673782
> _cut21 | 3.236012 .2017793
> _cut22 | 3.428888 .2713744
> ------------------------------------------------------------------------------
> ------------------------------------------------------------------------------
>
>
> start running on 10 Aug 2009 at 17:55:00
>
> Running adaptive quadrature
> ------------------------------------------------------------------------------
> Iteration 0 of adaptive quadrature:
> Initial parameters:
>
> _cut11: _cut12: _cut13: _cut14: _cut15:
> _cut16: _cut17: _cut18: _cut19: _cut110: _cut111:
> _cons _cons _cons _cons _cons
> _cons _cons _cons _cons _cons _cons
> y1 -1.583387 1.196465 1.19802 1.202704 1.269557 1.271259
> 1.276389 1.464599 1.466823 1.524945 1.529823
>
> _cut112: _cut113: _cut114: _cut115: _cut116:
> _cut117: _cut118: _cut119: _cut120: _cut121: _cut122:
> _cons _cons _cons _cons _cons
> _cons _cons _cons _cons _cons _cons
> y1 1.674974 1.678071 1.684313 1.806059 1.809953 1.947163
> 2.262989 2.349713 2.361894 3.236012 3.428888
>
> pd1:
> _cons
> y1 .5
>
> Updated log likelihood:
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 0
> 0 0 0 0 0 Convergence
> not achieved: try with more quadrature points
> finish running on 10 Aug 2009 at 17:55:31
>
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