Re: st: xtmelogit

[Jeph Herrin <stata@spandrel.net>]

You don't say what you mean by "a very long time". I am using 
-xtmelogit- for a project now with 1.5million observations in 8000 
groups, including some cross-level interactions, and it takes an hour or 
two for rare outcomes (~2%). For me, this seems reasonable.

One trick you might try is to start with a simpler model (as others have 
noted) and use the estimates as starting points for a more complicated 
model.

 xtmelogit `simple_varlist' || group:
 matrix b=e(b)
 xtmelogit `full_varlist' || group:, ///
		refineopts(iterate(0)) from(b)

tells the second model to use the results of the first model as
starting estimates when available.

The other suggestion, mentioned by others, is to use laplace
estimation.

Also, if you don't have any cross-level effects and don't care about
the estimates of the random effects, you might use -xtlogit-, which 
generally runs faster (why? I think because it doesn't estimate the 
random effects for each group).

cheers,
Jeph



On 11/13/2012 4:22 PM, Szabo S.M. wrote:
> Dear STATA Listers,
>
> I wanted to inquire whether anyone else had a problem using xtmelogit command. I am trying to fit a couple of multilevel logistic models and it takes a (very) long time to obtain output (including interactions, random effects, unstructured covariance and odds ratio options).
>
> This has lead me to a frustration and considering switching to MLWin, although I have traditionally used STATA.
>
> Kindly advise.
>
> Regards,
>
> Sylvia
> University of Southampton
>
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