Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: mim: xtmixed for unconditional models


From   Maarten buis <[email protected]>
To   stata list <[email protected]>
Subject   Re: st: mim: xtmixed for unconditional models
Date   Thu, 23 Apr 2009 14:26:31 +0000 (GMT)

--- Nailing Xia wrote:
> Thanks, Maarten. I did what you suggested, and it happens that when
> estimating the third imputed dataset, it keeps doing the iterations -
> showing "Iteration xx: log restricted-likelihood = -xx.xx (backed up)"
> again and again. I guess this is the sign for the model being
> unidentified in the third dataset?

Yes

> However, even if I drop the third imputed dataset, there is another
> problem with other imputed datasets. The result only includes
> coefficient and standard error for the intercept, and coefficients for
> the random components, but no standard errors for the random effects
> parameters. It also shows a warning, saying that "convergence not
> achieved; estimates are based on iterated EM". Is this also an
> identification problem? What can I do about it?

That just looks like there is something very wrong with your -xtmixed- 
model. I would focuss of fixing that before doing a multiple imputation 
model. My first suspect would be the two levels of nesting: are they 
correct, or did something go wrong while preparing the data? Do you 
need both levels? Once you got -xtmixed- to work with the unimputed 
data, try it again on the imputed data. If it still doesn't work, check 
the imputation model. Again my prime suspect would be the nesting: did
the model properly acount for the nested structure? Did it do something 
weird to the level identifiers?

-- Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index