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Re: st: Gllamm: Convergence not achieved: try with more quadrature points

From   Steve Samuels <>
Subject   Re: st: Gllamm: Convergence not achieved: try with more quadrature points
Date   Tue, 21 Sep 2010 10:11:40 -0400

The -weight()- option in -gllamm- is intended to indicate frequency
weights. Use the -pweight()- option for probabilities. (It might make
no difference). I'm not expert in -gllamm-, but n = 27 countries looks
like a small number to me, especially if you have  country level
covariates. Please, as the FAQ request, show the actual command that
you issued.

As Stas states, countries are strata;  but you treat them as random.
You (probably) have enough observations to include country-specific
intercepts and slopes, which you can summarize as you please without
GLLAMM's strong assumptions of normal distributions and spatial
independence. You state that the design is not "complex"; I take this
to mean that individuals were selected within countries without
intermediate stages. Is this correct? In any case, a survey analysis
(-svyset-, followed by -svy: logistic- or -svy: logit-) might do all
that you need.


Steven J. Samuels
18 Cantine's Island
Saugerties NY 12477
Voice: 845-246-0774
Fax:    206-202-4783

2010/9/21 Kjetil Arne Van Der Wel <>:
> Dear all,
> I am trying to run a logistic random intercept model with gllamm, using
> sample weights. Whenever I include the pweight(wt) option I get the above
> error message, but without the weights it works fine. I have tried
> increasing nip (20, 30, 40), but it has been futile.
> Level 2 units are 25 countries in Europe. Because they are not a sample, wt2
> is set equal to 1. The level 1 sample weight (wt1), that corrects for
> different sampling probabilities for individuals within different countries
> (as well as country specific attrition), is entered
> as specified by data supplier (non-integer, four digits or more).  The
> weight was not scaled (as is otherwise suggested by the literature on
> multilevel modelling of complex survey data (e.g. Rabe-Hesketh & Skrondal,
> 2006)), because the sampling procedure was not ‘complex’,
> i.e. level 2 units do not constitute a sample. Is this correct?
> This is the gllamm command used:
> gllamm depvar indepvar1 indepvar2, i(country) weight(wt) link(logit)
> fam(binom) nip(20) iterate(20) adapt
> My questions for you are:
> 1. Why do I get the error message and how to fix it?
> 2. Is my specification of the weights correct?
> Thanks,
> Kjetil van der Wel, PhD-student, Oslo University College
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