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st: changes in -xi: xtmixed- command from Stata 10 to 11


From   Morten Vejs Willert <[email protected]>
To   [email protected]
Subject   st: changes in -xi: xtmixed- command from Stata 10 to 11
Date   Thu, 22 Apr 2010 14:18:04 +0200

Dear statalisters

I have been running an -xi: xtmixed- command like the following in
Stata 10 for a large part of the analyses for my PhD:

xi: xtmixed [outcomevariableX] i.time*i.random || id: i.time, mle cov(un)

In Stata 10 I would usually get my results after 3 or 4 iterations.
Now, after upgrading to Stata 11 the program just keeps doing more and
more iterations, without resolving the issue and giving the results of
the analysis. Does anybody the reason for this? I like some of the new
features of Stata 11, but will be forced to downgrade to Stata 10 if
this issue can not be resolved


BTW, the Stata output of the continuing iterations looks like the following:

_______________

Performing gradient-based optimization:

Iteration 0:   log likelihood = -859.65754  (not concave)
Iteration 1:   log likelihood = -859.65754  (not concave)
....
....
Iteration 293:   log likelihood = -859.65754  (not concave)
...
... (it has currently reached iteration 798!)

___________

Best regards

Morten Vejs Willert
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