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Re: st: Start values for MLE with xtmixed


From   "JVerkuilen (Gmail)" <jvverkuilen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Start values for MLE with xtmixed
Date   Wed, 24 Oct 2012 08:48:40 -0400

On Wed, Oct 24, 2012 at 3:03 AM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> In the case of starting
> values, you go to the link called maximize_options, and than you look
> for an option called -from()-. No such option is listed, so you cannot
> provide starting values.

I looked for that too and came to the same conclusion. -xtmixed- is
using the EM algorithm to generate starting values. For the vast
majority of situations it's what you'd want and is thus the
appropriate option.

However, there are a number of circumstances---examples include random
effects meta-analysis with a relatively complex design, profiling a
random effect's parameter(s), or studying empirical
identification---where it would be highly useful to be able to assign
parameters specific starting values and/or fix them in place with no
iteration. To my knowledge (and based on prior statements by Vince
Wiggins here: http://www.stata.com/statalist/archive/2012-09/msg00518.html),
-xtmixed-, -xtmelogit-, and -xtmepoisson- can't do that at present. I
think you could probably do that with -gllamm-.

Jay
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