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RE: 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   RE: st: Endless gradient-based optimization in multilevel mixed-effects linear regression model
Date   Thu, 19 Aug 2010 14:35:13 +0100

This worked. Thank you so much for your help!

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: 11 August 2010 18:05
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Endless gradient-based optimization in multilevel mixed-effects linear regression model

--- On Wed, 11/8/10, Thiemann, Ulf wrote:
> I am trying to run a multilevel mixed-effects linear regression model 
> using the xtmixed command. Age is one of the covariates among others. 
> <snip> However, the command does not compute in some cases, if age is 
> included.

It usually helps to rescale variables such that the value zero falls within the range of the data. Remember, that the random effects models also model the constant, that is, the predicted value when all covariates are zero. You can imagine that Stata will find it easier to produce a model for that when that constant represents something that is not too far removed from your observations. 

Age is a usual suspect for such problems, as an age of 0 means newly born babies, which are often way outside the range of the data. Another common problem variable is year of birth. 

You can easily solve that by creating a new variable that contains age minus some reasonable constant, e.g. the age of the youngest observation or the average age in the first wave, and use that new variable instead of age.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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