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Re: st: Separate intercept mixed model


From   "Michael N. Mitchell" <Michael.Norman.Mitchell@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Separate intercept mixed model
Date   Tue, 08 Feb 2011 11:13:35 -0800

Dear Bobby

Thank you very much for your reply. I thought I was losing my "statistical mind" not being able to figure out how to fit this separate intercept model.

Thanks much!

Michael N. Mitchell
Data Management Using Stata      - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week         - http://www.MichaelNormanMitchell.com



On 2011-02-08 11.05 AM, Roberto G. Gutierrez, StataCorp wrote:
Michael Mitchell<Michael.Norman.Mitchell@GMAIL.COM>  asks:

I am trying to estimate a mixed (multilevel) model using a separate
intercept approach, and am getting an error saying that the likelihood
evaluates to missing. Here is the model I am estimating with the error...

. webuse pig, clear
(Longitudinal analysis of pig weights)
. replace week = week - 1
(432 real changes made)
. * create 2 groups, trt and control
. generate trt = (id>  24)
. * make weight 10 pounds more for treatment
. replace weight = weight + 10     if trt == 1
(216 real changes made)
. * Model 0:
. * Enter trt as factor variable
. xtmixed weight ibn.trt c.week , nocons || id:

Performing EM optimization:
likelihood evaluates to missing
r(430);

Michael then explains that this should work because he generates the
indicators manually and then runs -xtmixed- with these instead.  He is
right.

Michael has discovered a bug in how -xtmixed- is mishandling the "ibn."
factor notation for including all levels of a factor variable, including
the base category.

This will be fixed in the next ado update.

--Bobby
rgutierrez@stata.com
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