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From |
"Lukas Bösch" <L.Boesch@gmx.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: xtmixed with nonrtolerance. What happens? |

Date |
Thu, 23 Jun 2011 12:21:37 +0200 |

I transformed the data to z-scores (score-mean/stdeviation) before doing the regression. What do you mean with differing scales? I have either percents, for example % forest area, or absolute figures, for example land area, in my dataset, but they are all transformed and should therefore be uniform. What about nonrtolerance? Thank you Lukas -------- Original-Nachricht -------- > Datum: Wed, 22 Jun 2011 18:48:22 -0400 > Von: Stas Kolenikov <skolenik@gmail.com> > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: xtmixed with nonrtolerance. What happens? > It looks like you have data with wildly differing scales. I understand > that you need to interpret the results in the original scales, but > maybe you could rescale your variables so that all of your > coefficients would be about 1. Whether that will help convergence is > anybody's telling, of course, but usually differences in the scales > (and hence coefficients) of the order of 1e3-1e4 are detrimental to > numeric convergence. > > On Wed, Jun 22, 2011 at 4:33 PM, "Lukas Bösch" <L.Boesch@gmx.de> wrote: > > Dear Statalist community. > > > > I am using Stata 10.0 and doing a mixed model analysis of export data. > > After trying different options and always having trouble to get a > propper output i finally found a way to get to my results. I however could not > find any information about why it works and if it is allright. But let us > first start with the problem: > > > > 1) This is the command i enter and the output stata creates: > > > > xtmixed quantity year centforestarea2 centgdp2 centlandarea2 > centpopulation2 || _all: R.country || _all: R.genus > > > > Performing EM optimization: > > > > Performing gradient-based optimization: > > > > Iteration 0: log restricted-likelihood = -77051.164 > > Iteration 1: log restricted-likelihood = -77046.704 > > Iteration 2: log restricted-likelihood = -77046.565 > > Iteration 3: log restricted-likelihood = -77046.5 > > Iteration 4: log restricted-likelihood = -77046.468 (backed up) > > Iteration 5: log restricted-likelihood = -77046.46 (backed up) > > Iteration 6: log restricted-likelihood = -77046.456 (backed up) > > Iteration 7: log restricted-likelihood = -77046.454 (backed up) > > numerical derivatives are approximate > > nearby values are missing > > Iteration 8: log restricted-likelihood = -77046.453 (backed up) > > numerical derivatives are approximate > > nearby values are missing > > Hessian has become unstable or asymmetric > > > > Mixed-effects REML regression Number of obs > = 6192 > > Group variable: _all Number of > groups = 1 > > > > > Obs per group: min = 6192 > > > avg = 6192.0 > > > max = 6192 > > > Wald chi2(5) = 9.26 > > Log restricted-likelihood = -77051.164 Prob > chi2 > = 0.0991 > > quantity | Coef. Std. Err. z P>|z| > [95% Conf. Interval] > > year | -429.7599 215.8898 -1.99 0.047 > -852.8961 -6.623654 > > centfores~a2 | -9875.264 6631.861 -1.49 0.136 > -22873.47 3122.945 > > centgdp2 | -2024.629 4138.469 -0.49 0.625 > -10135.88 6086.621 > > centlandar~2 | -52889.76 63817.96 -0.83 0.407 > -177970.7 72191.13 > > centpopul~n2 | 22296.98 10234.72 2.18 0.029 > 2237.304 42356.66 > > _cons | 895402.2 433369.4 2.07 0.039 > 46013.74 1744791 > > > > Random-effects Parameters | Estimate Std. Err. [95% > Conf. Interval] > > > > _all: Identity | > > sd(R.country) | 313329.2 . > > _all: Identity | > > sd(R.genus) | 6757.304 . > > sd(Residual) | 60169.26 . > > LR test vs. linear regression: chi2(2) = 7810.42 Prob > > chi2 = 0.0000 > > > > Note: LR test is conservative and provided only for reference. > > Warning: convergence not achieved; estimates are based on iterated EM > > > > Obviously Stata has a problem and can't calculate the standard errors of > the random factors. > > > > 2) With the option nonrtolerance it works however: > > > > xtmixed quantity year centforestarea2 centgdp2 centlandarea2 > centpopulation2 || _all: R.country || _all: R.genus, nonrtolerance > > > > Performing EM optimization: > > > > Performing gradient-based optimization: > > > > Iteration 0: log restricted-likelihood = -77051.164 > > Iteration 1: log restricted-likelihood = -77046.704 > > Iteration 2: log restricted-likelihood = -77046.565 > > Iteration 3: log restricted-likelihood = -77046.5 > > Iteration 4: log restricted-likelihood = -77046.468 (backed up) > > Iteration 5: log restricted-likelihood = -77046.46 (backed up) > > Iteration 6: log restricted-likelihood = -77046.456 (backed up) > > > > Computing standard errors: > > > > Mixed-effects REML regression Number of obs > = 6192 > > Group variable: _all Number of > groups = 1 > > > > > Obs per group: min = 6192 > > > avg = 6192.0 > > > max = 6192 > > > > > > > Wald chi2(5) = 9.22 > > Log restricted-likelihood = -77046.456 Prob > chi2 > = 0.1008 > > quantity | Coef. Std. Err. z P>|z| > [95% Conf. Interval] > > year | -429.7645 216.4073 -1.99 0.047 > -853.915 -5.614053 > > centfores~a2 | -9885.307 6647.52 -1.49 0.137 > -22914.21 3143.592 > > centgdp2 | -2021.312 4148.464 -0.49 0.626 > -10152.15 6109.527 > > centlandar~2 | -52859.75 63778.66 -0.83 0.407 > -177863.6 72144.12 > > centpopul~n2 | 22276.96 10257.46 2.17 0.030 > 2172.715 42381.2 > > _cons | 895338.1 434389.3 2.06 0.039 > 43950.68 1746726 > > > > Random-effects Parameters | Estimate Std. Err. [95% > Conf. Interval] > > _all: Identity | > > sd(R.country) | 313133.2 36075.6 > 249840.9 392459.4 > > _all: Identity | > > sd(R.genus) | 3440.288 1355.694 > 1589.157 7447.712 > > sd(Residual) | 60315.87 545.9681 > 59255.23 61395.5 > > LR test vs. linear regression: chi2(2) = 7819.83 Prob > > chi2 = 0.0000 > > Note: LR test is conservative and provided only for reference. > > > > Can someone explain to me why it works with nonrtolerance and tell me if > these outputs are as reliable as if they were created without > nonrtolerance. I searched in the stata help and on stata.com but could not find more > information about this. > > > > Kind regards > > > > Lukas > > > > -- > > NEU: FreePhone - kostenlos mobil telefonieren! > > Jetzt informieren: http://www.gmx.net/de/go/freephone > > * > > * 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/ > > > > > > -- > Stas Kolenikov, also found at http://stas.kolenikov.name > Small print: I use this email account for mailing lists only. > > * > * 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/ -- NEU: FreePhone - kostenlos mobil telefonieren! Jetzt informieren: http://www.gmx.net/de/go/freephone * * 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: xtmixed with nonrtolerance. What happens?***From:*Joerg Luedicke <joerg.luedicke@gmail.com>

**Re: st: xtmixed with nonrtolerance. What happens?***From:*Anders Alexandersson <andersalex@gmail.com>

**References**:**st: xtmixed with nonrtolerance. What happens?***From:*"Lukas Bösch" <L.Boesch@gmx.de>

**Re: st: xtmixed with nonrtolerance. What happens?***From:*Stas Kolenikov <skolenik@gmail.com>

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