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st: GLLAMM for 2-level latent factors not converging


From   Nirup Menon <nmenon@gmu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: GLLAMM for 2-level latent factors not converging
Date   Mon, 11 Mar 2013 10:05:22 -0400

Hi,
I am running gllamm on a data file in which "scene" is nested inside "idno" (please see code below). Each idno has responded to 5 or less scenarios.

At idno level, I have 2 latent (reflective) factors made up of 2 and 3 indicator (observed) items respectively.

At the scene level, I have 1 latent (reflective) factor made up of 2 indicator (observed) items.

The scene level latent factor is regressed on the two idno level latent factors.

I have omitted the random effect from idno to scene for now. The code is:

gen scene=_n

reshape long y, i(idno scene) j(item)

tab item, gen(d)

eq load1: d1 d2

eq load2: d3 d4 d5

eq load3: d6 d7

matrix bm1 =(0,1,1\0,0,0\0,0,0)

eq f1: x1 x2 x3

gllamm y d2-d7, i(scene idno) l(oprob) bmat(bm1) nrf(1 2) eqs(load1 load2 load3) geqs(f1) trace nip(5) nocorrel

The problem is that the lambdas for d4 and d5 are large positive numbers (around 200), while the regression weight of the factor made up of d3, d4, and d5 on the scene factor is becoming a large negative number (around -300). The variance of the both factors are reasonable. Is this a convergence problem? The "adapt" option is not helping either. Any suggestions?
Thanks
Nirup




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