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st: Probelm with convergence

From   [email protected]
To   [email protected]
Subject   st: Probelm with convergence
Date   Mon, 02 May 2005 18:08:07 -0400

We are running survival models with a large data base with multiple observations per case. We have run a variety of models with frailty (shared and unshared) with no problem. However, when we test our arguments using an exponential model with frailty, we can't get it to converge, even when we follow the advice in the stata manual to invoke the "difficult" option (p. 199, Survival Analysis and Epidemiological Tables). Since this advice appears to pre-suppose convergence problems with frailty models, we are wondering if anyone has any advice/suggestions for understanding what the problem might be in the case of our exponential model. Thanks
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