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


From   Morten Vejs Willert <amklinik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: changes in -xi: xtmixed- command from Stata 10 to 11
Date   Thu, 22 Apr 2010 14:52:19 +0200

Dear Martin

Thank you for your reply. It sounds like this is a more general
problem we have encountered here, since you can replicate the
difference between Stata 10 and 11 in another dataset. I hope someone,
or Stata Corp., has a solution to this?

Best regards

Morten

2010/4/22 Martin Weiss <martin.weiss1@gmx.de>:
>
> <>
>
> 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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