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RE: st: Problem with gllamm adaptive quadrature

From   "Barth Riley" <[email protected]>
To   <[email protected]>
Subject   RE: st: Problem with gllamm adaptive quadrature
Date   Sat, 1 Dec 2007 03:15:05 -0600

Each dummy represents a category for each question. So do I need to leave
out the reference category dummy for each question (e.g., leave out d1_0
from d1_0, d1_1, d1_2) or just one dummy variable?


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Maarten buis
Sent: Saturday, December 01, 2007 3:02 AM
To: [email protected]
Subject: Re: st: Problem with gllamm adaptive quadrature

--- Barth Riley <[email protected]> wrote:
> I am running a multilevel logistic model using gllamm. After initial
> estimation of the fixed effects, gllamm then proceeds to perform
> adaptive quadrature. It appears that gllamm never proceeds past
> iteration 0. After a very long (hours) delay, I get the following
> error message: "initial vector: matrix must be dimension 28"
> This is the syntax for gllamm I am using:
> gllamm x d1_1-d17_1, i(id Section) nip(8) /// 
> link(mlogit) expand(obs choseno) weight(wt) /// 
> nocons adapt 
> There are 28 terms in the initial set of coefficients, so why would I
> get this error message? 

Does the set of dummies contain the reference category, i.e. do you
have one dummy for every question, instead of leaving one of the
dummies out as the reference category? If you included the reference
category than Stata is likely to drop one of the dummies when
calculating initial values. The vector of initial values will than
contain the correct number of 27 coefficients, while your model
statement contains the incorrect number of 28 coefficients.

-- Maarten

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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