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st: Endless gradient-based optimization in multilevel mixed-effects linear regression model


From   "Thiemann, Ulf" <ulf.thiemann@kcl.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Endless gradient-based optimization in multilevel mixed-effects linear regression model
Date   Wed, 11 Aug 2010 17:33:46 +0100

Dear Statalist,

I am trying to run a multilevel mixed-effects linear regression model using the xtmixed command. Age is one of the covariates among others. There are no missing values, the data is normally distributed and age is not correlated to any other covariate.
However, the command does not compute in some cases, if age is included.
The gradient-based optimization is performed endlessly until I terminate it. I have tried the -mle option (fit model via maximum likelihood, but this only helped in some cases. 

This is an example of the command I am using:

xi: xtmixed FAC4_6  i.group sf age wbvol5, || famid:,

Or

xi: xtmixed FAC4_6  i.group sf age wbvol5, || famid:, mle

Do you have any suggestions what could be the reason behind this? 
Can anyone help?

Thank you very much,

Ulf Thiemann

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