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


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Gllamm: Convergence not achieved: try with more quadrature points
Date   Tue, 21 Sep 2010 07:55:00 -0500

1. You might want to allow more iterations rather than more quadrature
points. -iter(20)- may be too restrictive, while as few as -nip(8)-
might work well in practice.

2. Yes, the weights are fine... or at least you cannot do much better
about them; check for literature on rescaling though, or try different
scalings to see whether the results are sensitive to the scaling you
adopt. In this context I would think of countries as strata, rather
than level-2 units.

2010/9/21 Kjetil Arne Van Der Wel <kjetil.wel@sam.hio.no>:
> 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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>



-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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