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st: RE: standard errors failed to be calculated in xtmixed


From   "Verkuilen, Jay" <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   st: RE: standard errors failed to be calculated in xtmixed
Date   Wed, 6 Jan 2010 16:14:43 -0500

Ada Lo wrote:

<snip>

I'd agree with Maarten, your model looks very complex, probably too complex. That's a lot of random effects. 



>>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? 

Hessian not negative-semi definite is bad. This means that the information matrix is not a valid information matrix, which is why you're not getting standard errors. Now the SEs on random effects are kind of misleading anyway but the main use has happened: they show when your model has blown up. 


>What can I do about my data to make the model converge?

Probably nothing with the data, you'll need to simplify the model or go Bayesian. 



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