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st: Gllamm: Convergence not achieved: try with more quadrature points


From   Kjetil Arne Van Der Wel <kjetil.wel@sam.hio.no>
To   statalist@hsphsun2.harvard.edu
Subject   st: Gllamm: Convergence not achieved: try with more quadrature points
Date   Tue, 21 Sep 2010 14:18:07 +0200

Dear all,
I am trying to run a logistic random intercept model with gllamm, using sample weights. Whenever I include the pweight(wt) option I get the above error message, but without the weights it works fine. I have tried increasing nip (20, 30, 40), but it has been futile.

Level 2 units are 25 countries in Europe. Because they are not a sample, wt2 is set equal to 1. The level 1 sample weight (wt1), that corrects for different sampling probabilities for individuals within different countries (as well as country specific attrition), is entered as specified by data supplier (non-integer, four digits or more). The weight was not scaled (as is otherwise suggested by the literature on multilevel modelling of complex survey data (e.g. Rabe-Hesketh & Skrondal, 2006)), because the sampling procedure was not ‘complex’,
i.e. level 2 units do not constitute a sample. Is this correct?

This is the gllamm command used:
gllamm depvar indepvar1 indepvar2, i(country) weight(wt) link(logit) fam(binom) nip(20) iterate(20) adapt

My questions for you are:
1. Why do I get the error message and how to fix it?
2. Is my specification of the weights correct?

Thanks,
Kjetil van der Wel, PhD-student, Oslo University College



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