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From |
Ada Lo <[email protected]> |

To |
[email protected] |

Subject |
st: standard errors failed to be calculated in xtmixed |

Date |
Wed, 6 Jan 2010 11:48:16 +1000 |

Hi all, I'm trying to see if the rate of change of var X covary with the rate of change of var Y across time using xtmixed model. Runnnig this command in STATA11, none of the standard errors for the random parts were generated. I read in an earlier thread suggesting a translation of the variables with a mean or minimum value. I have done that to both BMI and memory but the results were the same. Why? In fact, can I still trust the estimates in the model anyway? Origianl command and output xtmixed varY c.varX##i.agegp1 c.Time##i.agegp1 || StudyID: Time varX, cov(unstr) var mle Performing EM optimization: Performing gradient-based optimization: Iteration 0: log likelihood = -4950.0532 Iteration 1: log likelihood = -4946.0478 Iteration 2: log likelihood = -4945.7244 Iteration 3: log likelihood = -4945.0769 (not concave) Iteration 4: log likelihood = -4945.0712 Iteration 5: log likelihood = -4945.0652 Iteration 6: log likelihood = -4945.0614 Iteration 7: log likelihood = -4945.0608 Iteration 8: log likelihood = -4945.0606 Computing standard errors: standard-error calculation failed Mixed-effects ML regression Number of obs = 1301 Group variable: StudyID Number of groups = 482 Obs per group: min = 1 avg = 2.7 max = 3 Wald chi2(5) = 235.11 Log likelihood = -4945.0606 Prob > chi2 = 0.0000 varY Coef. Std. Err. z P>z [95% Conf. Interval] varX .0710077 .0934028 0.76 0.447 -.1120585 .2540739 1.agegp1 -23.19086 5.407541 -4.29 0.000 -33.78945 -12.59228 agegp1#c.varX 1 .4936027 .19496 2.53 0.011 .1114881 .8757173 Time .8146081 .100225 8.13 0.000 .6181708 1.011045 agegp1# c.Time 1 -.9569501 .1776534 -5.39 0.000 -1.305144 -.6087557 _cons 77.36584 2.625491 29.47 0.000 72.21997 82.51171 Random-effects Parameters Estimate Std. Err. [95% Conf. Interval] StudyID: Unstructured var(Time) .7128062 . . . var(varX) .0130577 . . . var(_cons) 178.6541 . . . cov(Time,varZ) -.020441 . . . cov(Time,_cons) -2.190107 . . . cov(varZ,_cons) -1.40149 . . . var(Residual) 55.52195 . . . LR test vs. linear regression: chi2(6) = 407.56 Prob > chi2 = 0.0000 Note: LR test is conservative and provided only for reference. *********************************************************** Now, using varZ and varY, in the exact same command as above, I got the output below. What does Hessian is not negative semidefinite really mean? What can I do about my data to make the model converge? Iteration 10: log likelihood = -4787.6438 (backed up) numerical derivatives are approximate nearby values are missing numerical derivatives are approximate nearby values are missing Hessian is not negative semidefinite Mixed-effects ML regression Number of obs = 1290 Group variable: StudyID Number of groups = 481 Obs per group: min = 1 avg = 2.7 max = 3 Wald chi2(5) = 100.38 Log likelihood = -4797.623 Prob > chi2 = 0.0000 varY Coef. Std. Err. z P>z [95% Conf. Interval] varZ .1605253 6.491569 0.02 0.980 -12.56272 12.88377 1.agegp1 -12.57239 9.058903 -1.39 0.165 -30.32752 5.182731 agegp1#c.varZ 1 5.441863 11.21308 0.49 0.627 -16.53536 27.41909 Time .0161628 .0922692 0.18 0.861 -.1646814 .1970071 agegp1# c.Time 1 -.4144446 .1644543 -2.52 0.012 -.7367692 -.0921201 _cons 51.92391 5.174088 10.04 0.000 41.78288 62.06493 Random-effects Parameters Estimate Std. Err. [95% Conf. Interval] StudyID: Unstructured var(Time) .5704303 . . . var(varZ) 113.3907 . . . var(_cons) 99.90904 . . . cov(Time,varZ) -1.132285 . . . cov(Time,_cons) -.6162719 . . . cov(varZ,_cons) -53.27241 . . . var(Residual) 47.8776 . . . LR test vs. linear regression: chi2(6) = 394.06 Prob > chi2 = 0.0000 Note: LR test is conservative and provided only for reference. Warning: convergence not achieved; estimates are based on iterated EM ******************************************************************************************** Your help would be much appreciated. Regards, Ada * * 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/

**Follow-Ups**:**st: RE: standard errors failed to be calculated in xtmixed***From:*"Verkuilen, Jay" <[email protected]>

**Re: st: standard errors failed to be calculated in xtmixed***From:*Maarten buis <[email protected]>

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