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From |
Lucas <lucaselastic@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: xtmixed, weights not allowed; xtmelogit, weights allowed? |

Date |
Wed, 6 Jun 2012 07:18:29 -0700 |

I estimate a model in xtmelogit. I estimate the same model using xtmixed, or, at least, I try. But, while I obtain estimates in xtmelogit, for xtmixed I get "weights not allowed." Yet, the manual says fweights (and other kinds of weights) are allowed. What's going on? Background: I provide this background for the curious. This is not part of my question. I am estimating the same model on 6 different groups. I have tried to do this simultaneously, but that xt model seems as if it will never converge. So, my fallback is to estimate on each group separately -- note, I still have a grouping structure within the 6 groups. I successfully obtain convergence in 10-20 iterations for 4 of the groups. Two of the groups the Hessian becomes unstable. I decide perhaps it is a problem that different starting values might avoid. I think, perhaps I can obtain (scalings on) starting values by using xtmixed -- this is akin to an old approach used by some older programs when computing power was lower. However, just to check things are working, I attempt to estimate xtmixed even on a group for which I have xtmelogit estimates. The xtmixed model refuses to start, reporting back that "weights not allowed." PS--If anyone has other ideas for how to fix the Hessian becomes stable problem, I appreciate that. However, my main query for now is why xtmixed won't use weights when the same model runs fine using xtmelogit. Thanks. Sam * * 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/

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