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


From   "Cornelius Nattey" <cornelius.nattey@nioh.nhls.ac.za>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: AW: changes in -xi: xtmixed- command from Stata 10 to 11
Date   Thu, 22 Apr 2010 15:58:12 +0200

Hi All, 

Stata 11 is fine 

gen uv2 = uv^2

. xtmepoisson deaths uv c.uv#c.uv, exposure(expected) || nation:||
region:

Ouput;


Refining starting values: 

Iteration 0:   log likelihood = -1169.4088  (not concave)
Iteration 1:   log likelihood = -1156.8957  (not concave)
Iteration 2:   log likelihood = -1101.6829

Performing gradient-based optimization: 

Iteration 0:   log likelihood = -1101.6829  
Iteration 1:   log likelihood = -1090.3786  
Iteration 2:   log likelihood = -1089.4164  
Iteration 3:   log likelihood =  -1089.411  
Iteration 4:   log likelihood =  -1089.411  

Mixed-effects Poisson regression                Number of obs      =
354

------------------------------------------------------------------------
--
                |   No. of       Observations per Group
Integration
 Group Variable |   Groups    Minimum    Average    Maximum      Points
----------------+-------------------------------------------------------
--
         nation |        9          3       39.3         95           7
         region |       78          1        4.5         13           7
------------------------------------------------------------------------
--

                                                Wald chi2(2)       =
25.69
Log likelihood =  -1089.411                     Prob > chi2        =
0.0000

------------------------------------------------------------------------
------
      deaths |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
          uv |   .0056975   .0137931     0.41   0.680    -.0213364
.0327314
             |
   c.uv#c.uv |  -.0058374    .001388    -4.21   0.000    -.0085579
-.0031169
             |
       _cons |   .1289976   .1581123     0.82   0.415    -.1808968
.4388919
    expected | (exposure)
------------------------------------------------------------------------
------

------------------------------------------------------------------------
------
  Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf.
Interval]
-----------------------------+------------------------------------------
------
nation: Identity             |
                   sd(_cons) |   .4290363   .1101666      .2593733
.7096807
-----------------------------+------------------------------------------
------
region: Identity             |
                   sd(_cons) |   .1956382   .0224569      .1562233
.2449974
------------------------------------------------------------------------
------
LR test vs. Poisson regression:      chi2(2) =  1267.13   Prob > chi2 =
0.0000

Note: LR test is conservative and provided only for reference.

Hope this helps

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
Ploutz-Snyder, Robert (JSC-SK)[USRA]
Sent: Thursday, April 22, 2010 3:43 PM
To: statalist@hsphsun2.harvard.edu
Subject: RE: st: AW: changes in -xi: xtmixed- command from Stata 10 to
11

Same for me, running 10.1 on a 64bit win machine, versus 11.0 on the
same machine.. both up to date with patches/upgrades.  Output:

STATA 10.1:
webuse melanoma, clear
(Skin cancer (melanoma) data)

. gen uv2 = uv^2

. xtmepoisson deaths uv uv2, exposure(expected) || nation: || region:

Refining starting values: 

Iteration 0:   log likelihood = -1169.4088  (not concave)
Iteration 1:   log likelihood = -1156.8957  (not concave)
Iteration 2:   log likelihood = -1102.0609  

Performing gradient-based optimization: 

Iteration 0:   log likelihood = -1102.0609  
Iteration 1:   log likelihood = -1096.5001  
Iteration 2:   log likelihood = -1089.4293  
Iteration 3:   log likelihood = -1089.4112  
Iteration 4:   log likelihood =  -1089.411  
Iteration 5:   log likelihood =  -1089.411  

Mixed-effects Poisson regression                Number of obs      =
354

------------------------------------------------------------------------
--
                |   No. of       Observations per Group
Integration
 Group Variable |   Groups    Minimum    Average    Maximum      Points
----------------+-------------------------------------------------------
--
         nation |        9          3       39.3         95           7
         region |       78          1        4.5         13           7
------------------------------------------------------------------------
--

                                                Wald chi2(2)       =
25.69
Log likelihood =  -1089.411                     Prob > chi2        =
0.0000

------------------------------------------------------------------------
------
      deaths |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
          uv |   .0056975   .0137931     0.41   0.680    -.0213364
.0327314
         uv2 |  -.0058374    .001388    -4.21   0.000    -.0085579
-.0031169
       _cons |   .1289976   .1581122     0.82   0.415    -.1808966
.4388918
    expected | (exposure)
------------------------------------------------------------------------
------

------------------------------------------------------------------------
------
  Random-effects Parameters  |   Estimate   Std. Err.     [95% Conf.
Interval]
-----------------------------+------------------------------------------
------
nation: Identity             |
                   sd(_cons) |   .4290366   .1101666      .2593735
.7096809
-----------------------------+------------------------------------------
------
region: Identity             |
                   sd(_cons) |   .1956382   .0224569      .1562233
.2449974
------------------------------------------------------------------------
------
LR test vs. Poisson regression:      chi2(2) =  1267.13   Prob > chi2 =
0.0000

Note: LR test is conservative and provided only for reference.

.

VERSUS Stata 11.0:

. gen uv2 = uv^2

. xtmepoisson deaths uv c.uv#c.uv, exposure(expected) || nation:||
region:

Refining starting values: 

Iteration 0:   log likelihood = -1169.4088  (not concave)
Iteration 1:   log likelihood = -1156.8957  (not concave)
Iteration 2:   log likelihood = -1101.6231  

Performing gradient-based optimization: 

Iteration 0:   log likelihood = -1101.6231  
Iteration 1:   log likelihood = -1097.2443  
Iteration 2:   log likelihood = -1089.4042  
Iteration 3:   log likelihood = -1089.4016  (not concave)
Iteration 4:   log likelihood = -1089.4007  
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 5:   log likelihood = -1089.4001  (backed up)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 6:   log likelihood = -1089.3999  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 7:   log likelihood = -1089.3998  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 8:   log likelihood = -1089.3998  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 9:   log likelihood = -1089.3998  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 10:  log likelihood = -1089.3998  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 11:  log likelihood = -1089.3998  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 12:  log likelihood = -1089.3998  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 13:  log likelihood = -1089.3998  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 14:  log likelihood = -1089.3998  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 15:  log likelihood = -1089.3998  (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 16:  log likelihood = -1089.3998  (not concave)
--Break--  




  

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Scott
Merryman
Sent: Thursday, April 22, 2010 8:04 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: AW: changes in -xi: xtmixed- command from Stata 10 to
11.0 

On Thu, Apr 22, 2010 at 7:38 AM, Martin Weiss <martin.weiss1@gmx.de>
wrote:
>
> <>
>
> 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:

That's odd - I get convergence with Stata 11 MP.


. webuse melanoma, clear
(Skin cancer (melanoma) data)

. xtmepoisson deaths uv c.uv#c.uv, exposure(expected) || nation:||
region:

Refining starting values:

Iteration 0:   log likelihood = -1169.4088  (not concave)
Iteration 1:   log likelihood = -1156.8957  (not concave)
Iteration 2:   log likelihood = -1101.9749

Performing gradient-based optimization:

Iteration 0:   log likelihood = -1101.9749
Iteration 1:   log likelihood = -1097.2043
Iteration 2:   log likelihood = -1089.5644
Iteration 3:   log likelihood = -1089.4115
Iteration 4:   log likelihood =  -1089.411
Iteration 5:   log likelihood =  -1089.411


Scott
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