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st: AW: changes in -xi: xtmixed- command from Stata 10 to 11


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: changes in -xi: xtmixed- command from Stata 10 to 11
Date   Thu, 22 Apr 2010 14:38:48 +0200

<> 

A similar thing happens when I run this example in Stata 10.1 MP:


*************
webuse melanoma, clear
gen uv2 = uv^2
xtmepoisson deaths uv uv2, exposure(expected) || nation: || region:
*************

versus this in Stata 11 MP:

*************
webuse melanoma, clear
xtmepoisson deaths uv c.uv#c.uv, exposure(expected) || nation:|| region:
*************

The Stata 11 incarnation constantly reports "flat or discontinuous region
encountered", while the 10.1 version converges after a couple of steps:



Refining starting values: 

Iteration 0:   log likelihood = -1169.4088  (not concave)
Iteration 1:   log likelihood = -1156.8957  (not concave)
Iteration 2:   log likelihood = -1101.8213  

Performing gradient-based optimization: 

Iteration 0:   log likelihood = -1101.8213  
Iteration 1:   log likelihood = -1090.5021  
Iteration 2:   log likelihood = -1089.4216  
Iteration 3:   log likelihood =  -1089.411  
Iteration 4:   log likelihood =  -1089.411




I do not believe that this has anything to do with -fvvarlist- versus manual
generation of the squared term...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Morten Vejs
Willert
Gesendet: Donnerstag, 22. April 2010 14:18
An: statalist@hsphsun2.harvard.edu
Betreff: st: changes in -xi: xtmixed- command from Stata 10 to 11

Dear statalisters

I have been running an -xi: xtmixed- command like the following in
Stata 10 for a large part of the analyses for my PhD:

xi: xtmixed [outcomevariableX] i.time*i.random || id: i.time, mle cov(un)

In Stata 10 I would usually get my results after 3 or 4 iterations.
Now, after upgrading to Stata 11 the program just keeps doing more and
more iterations, without resolving the issue and giving the results of
the analysis. Does anybody the reason for this? I like some of the new
features of Stata 11, but will be forced to downgrade to Stata 10 if
this issue can not be resolved


BTW, the Stata output of the continuing iterations looks like the following:

_______________

Performing gradient-based optimization:

Iteration 0:   log likelihood = -859.65754  (not concave)
Iteration 1:   log likelihood = -859.65754  (not concave)
....
....
Iteration 293:   log likelihood = -859.65754  (not concave)
...
... (it has currently reached iteration 798!)

___________

Best regards

Morten Vejs Willert
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