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Re: st: After non-convergence with xtmixed

From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: After non-convergence with xtmixed
Date   Wed, 2 Jan 2008 22:09:15 +0000 (GMT)

--- Clyde Schechter <[email protected]> wrote:
> In particular, in addition to the kinds of modeling problems Maarten 
> pointed out, xtmixed can fail to converge because of a boundary 
> problem when one of the random effects being estimated is close to 
> zero.  In some of my models this might be the case.  But the final EM
> results may be fairly far from the correct values and could fail to 
> display this problem, could they not?

I was about to suggest that if you specify the -trace- option in
-xtmixed- you get displays of the ln(sd)s, but if I look at the example
below this does not seem to be the case, sorry. 

*-------------- begin example ---------------------
webuse nlswork
generate age2 = age^2
generate tenure2 = tenure^2
xtmixed ln_w grade age* ttl_exp tenure* || id: grade, trace
matrix list e(b)
*-------------- end example -----------------------
(For more on how to use examples I sent to the Statalist, see )

-- 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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