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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 |
Wed, 22 Sep 2010 09:29:47 +0200 |

Dear Steve,

Running this command: gllamm depvar indepvar1-4, i(country) pweight(wt) link(logit) fam(binom) nip(20) adapt

If it does not work, I could report unweighted results from xtlogit:

N(i)=188 000 N(j)=25

Best, Kjetil On 21.09.2010 16:11, Steve Samuels wrote:

-- The -weight()- option in -gllamm- is intended to indicate frequency weights. Use the -pweight()- option for probabilities. (It might make no difference). I'm not expert in -gllamm-, but n = 27 countries looks like a small number to me, especially if you have country level covariates. Please, as the FAQ request, show the actual command that you issued. As Stas states, countries are strata; but you treat them as random. You (probably) have enough observations to include country-specific intercepts and slopes, which you can summarize as you please without GLLAMM's strong assumptions of normal distributions and spatial independence. You state that the design is not "complex"; I take this to mean that individuals were selected within countries without intermediate stages. Is this correct? In any case, a survey analysis (-svyset-, followed by -svy: logistic- or -svy: logit-) might do all that you need. Steve Steven J. Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

-- Kjetil van der Wel Stipendiat/PhD student

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 Postadresse/ postal address: SAM Høgskolen i Oslo Postboks 4, St. Olavs plass 0130 Oslo * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: Gllamm: Convergence not achieved: try with more quadrature points***From:*Stas Kolenikov <skolenik@gmail.com>

**References**:**st: Gllamm: Convergence not achieved: try with more quadrature points***From:*Kjetil Arne Van Der Wel <kjetil.wel@sam.hio.no>

**Re: st: Gllamm: Convergence not achieved: try with more quadrature points***From:*Steve Samuels <sjsamuels@gmail.com>

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