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Re: 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   Re: st: Gllamm: Convergence not achieved: try with more quadrature points
Date   Tue, 21 Sep 2010 15:24:54 +0200

Thanks for your answers, Stas.
Without the iter(20)-option I still get the same error message.

(PS: Forgot to mention that I use STATA 9)

Many thanks,
Kjetil

On 21.09.2010 14:55, Stas Kolenikov wrote:
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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--
Kjetil van der Wel
Stipendiat/PhD student
Gruppe for inkluderende velferd (GIV) / Research Group for Inclusive Social Welfare Policies,
Avdeling for samfunnsfag (SAM) / Faculty of social sciences
Høgskolen i Oslo / Oslo University College

Rom: SG304 (Stensberggata 29)
tlf/phone: +47 22 45 35 76 / +47 906 41 606
http://www.hio.no/giv

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SAM
Høgskolen i Oslo
Postboks 4, St. Olavs plass
0130 Oslo


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