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Re: st: 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: changes in -xi: xtmixed- command from Stata 10 to 11
Date   Fri, 23 Apr 2010 08:38:41 +0200

Thank you for your offer, Roberto. I will e-mail you my dataset and
do-file to the e-mail adress you have provided.

Best regards

Morten


2010/4/22 Roberto G. Gutierrez, StataCorp <rgutierrez@stata.com>:
> Morten Vejs Willert <amklinik@gmail.com> writes:
>
>> 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
>
> The most likely cause of such discrepancies in behavior from Stata 10 to Stata
> 11 are the refinements we made to the -ml- optimizer for Stata 11.  These
> improvements to -ml- have, almost universally, made it more convergent across
> all models and data, but occasionally you can find a model/data combination
> where the opposite occurs.  Such phenomena tend to be more prevalent with
> -xtmixed- and the other mixed-model commands because of the difficulty that
> can arise from estimating at the boundary of the parameter space.  That is,
> for these commands it is easier to find a model/data combination that is just
> on the knife-edge of convergence, thus exhibiting a change in behavior from
> Stata 10 to Stata 11.  Most of the time, models that did not converge in Stata
> 10 now converge in Stata 11, but sometimes the opposite can occur.
>
> If Morten wishes, he can email me his data and model and I'll see if we I find
> a way for Stata 11's -xtmixed- and -ml- to work better with it.  That way, he
> can then take advantage of -xtmixed-'s new features.
>
> --Bobby
> rgutierrez@stata.com
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