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Re: st: GLLAMM multinomial: tremendous instability

From   "Stas Kolenikov" <>
Subject   Re: st: GLLAMM multinomial: tremendous instability
Date   Mon, 24 Nov 2008 09:28:53 -0600


Give your -mlogit- results, too; did you feed them as starting values
to -gllamm-? Keep in mind that introducing random effects changes the
scaling of your coefficients; see

I'd fully agree with earlier reactions that your model does not appear
to be identified well. Correlation of 1 are troublesome; in your
particular case this may mean that there is no difference between two
of the three alternatives -- is this making sense? If one of the
categories is quite rare, or present in some weird patterns wrt units
producing random effects, it may create those numeric problems, too.

> Dear statalisters,
>  In my model runs (using Intercooled Stata 9.2) I experience tremendous
> instability in gllamm results, higher than has been elsewhere reported at
> statalist: I run a simple multinomial logit model with random effects, using
> the results as initial matrix for exactly the same model, to get as a result
> an extremely different log likelihood and coefficients etc. The resulting
> loglikelihood differs by large margins (3-9%). I have also tried to use
> exactly the same initial values from mlogit but not only does the overall
> loglikelihood continues to be unstable but also the same happens with the
> loglikelihood obtained without random effects –running gllamm with init
> option-. Nevertheless the model invariably converges, albeit to an entirely
> different estimate.

Stas Kolenikov, also found at
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