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From |
"Will Hauser" <whauseriii@gmail.com> |

To |
<statalist@hsphsun2.harvard.edu>, "Raquel Rangel de Meireles Guimarães" <raquelrguimadem@gmail.com> |

Subject |
Re: st: xtmixed does not converge after 12 hours |

Date |
Mon, 18 Jul 2011 13:46:46 +0000 |

Start with the simple first. Do all of your level 2 units have an acceptable number of level one units (let's say 10-15 minimum)? Are there any level 2 units where the level one variable is a constant? Specifying random effects for that variable may be problematic. In short, have you gone through all the steps to verify the data are suitable for multilevel analysis? If so start with a fixed effects model, then progress to a random intercept, and then specify your random effects one at a time until you encounter the problem. I would wager that there is some pattern in the data or a structural inadequacy that you're not seeing. Without knowing more about the data it is hard to say. Will Hauser ------Original Message------ From: Raquel Rangel de Meireles Guimarães <raquelrguimadem@gmail.com> To: <statalist@hsphsun2.harvard.edu> Date: Monday, July 18, 2011 3:11:04 AM GMT-0300 Subject: st: xtmixed does not converge after 12 hours Hi all, I wonder what to do when my hierarchical model does not converge. Below are two examples of unsuccessful models: the first did not converge after 12 hours, and the second could not estimate the standard error of the random effects. Is there an algorithm to maximize that is robust and can solve this problem? Thanks in advance! ------------------------------------------------ . xtmixed matematica masculino branco pardo atrasado nse if ano==2007 || escola: nse_escola atraso_escola Performing EM optimization: Performing gradient-based optimization: Iteration 0: log restricted-likelihood = -10997238 Iteration 1: log restricted-likelihood = -10996463 Iteration 2: log restricted-likelihood = -10996431 Iteration 3: log restricted-likelihood = -10996429 numerical derivatives are approximate flat or discontinuous region encountered Iteration 4: log restricted-likelihood = -10996428 numerical derivatives are approximate flat or discontinuous region encountered Iteration 5: log restricted-likelihood = -10996428 Iteration 6: log restricted-likelihood = -10996428 Iteration 7: log restricted-likelihood = -10996428 Iteration 8: log restricted-likelihood = -10996428 Iteration 9: log restricted-likelihood = -10996428 Iteration 10: log restricted-likelihood = -10996428 Computing standard errors: standard-error calculation failed Mixed-effects REML regression Number of obs = 2161701 Group variable: escola Number of groups = 37324 Obs per group: min = 1 avg = 57,9 max = 536 Wald chi2(5) = 87370,55 Log restricted-likelihood = -10996428 Prob > chi2 = 0,0000 ------------------------------------------------------------------------------ matematica | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- masculino | 2,978831 ,0533462 55,84 0,000 2,874275 3,083388 branco | 9,053575 ,0892833 101,40 0,000 8,878583 9,228567 pardo | 8,989271 ,085402 105,26 0,000 8,821887 9,156656 atrasado | -16,15816 ,0623462 -259,17 0,000 -16,28035 -16,03596 nse | 1,900536 ,0451125 42,13 0,000 1,812117 1,988955 _cons | 187,3911 ,128128 1462,53 0,000 187,14 187,6422 ------------------------------------------------------------------------------ ------------------------------------------------------------------------------ Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval] -----------------------------+------------------------------------------------ escola: Independent | sd(nse_es~a) | ,0024835 . . . sd(atraso~a) | ,000062 . . . sd(_cons) | 17,21811 . . . -----------------------------+------------------------------------------------ sd(Residual) | 38,40556 . . . ------------------------------------------------------------------------------ LR test vs. linear regression: chi2(3) = 2,7e+05 Prob > chi2 = 0,0000 Note: LR test is conservative and provided only for reference. ---------------------------------------------------------------------------------------------------------- xtmixed leitura masculino branco pardo atrasado nse if ano==2007|| escola: nse_escola atraso_escola Performing EM optimization: Performing gradient-based optimization: Iteration 0: log restricted-likelihood = -10844088 Iteration 1: log restricted-likelihood = -10843330 Iteration 2: log restricted-likelihood = -10843299 Iteration 3: log restricted-likelihood = -10843297 Iteration 4: log restricted-likelihood = -10843297 Iteration 5: log restricted-likelihood = -10843297 Iteration 6: log restricted-likelihood = -10843297 (backed up) Iteration 7: log restricted-likelihood = -10843297 (backed up) Iteration 8: log restricted-likelihood = -10843297 (backed up) Iteration 9: log restricted-likelihood = -10843297 (backed up) Iteration 10: log restricted-likelihood = -10843297 (backed up) Iteration 11: log restricted-likelihood = -10843297 (backed up) Iteration 12: log restricted-likelihood = -10843297 (backed up) Iteration 13: log restricted-likelihood = -10843297 (backed up) Iteration 14: log restricted-likelihood = -10843297 (backed up) Iteration 15: log restricted-likelihood = -10843297 (backed up) Iteration 16: log restricted-likelihood = -10843297 (backed up) Iteration 17: log restricted-likelihood = -10843297 (backed up) Iteration 18: log restricted-likelihood = -10843297 (backed up) Iteration 19: log restricted-likelihood = -10843297 (backed up) Iteration 20: log restricted-likelihood = -10843297 (backed up) Iteration 21: log restricted-likelihood = -10843297 (backed up) Iteration 22: log restricted-likelihood = -10843297 (backed up) Iteration 23: log restricted-likelihood = -10843297 (backed up) Iteration 24: log restricted-likelihood = -10843297 (backed up) Iteration 25: log restricted-likelihood = -10843297 (backed up) Iteration 26: log restricted-likelihood = -10843297 (backed up) Iteration 27: log restricted-likelihood = -10843297 (backed up) Iteration 28: log restricted-likelihood = -10843297 (backed up) Iteration 29: log restricted-likelihood = -10843297 (backed up) Iteration 30: log restricted-likelihood = -10843297 (backed up) Iteration 31: log restricted-likelihood = -10843297 (backed up) Iteration 32: log restricted-likelihood = -10843297 (backed up) Iteration 33: log restricted-likelihood = -10843297 (backed up) Iteration 34: log restricted-likelihood = -10843297 (backed up) Iteration 35: log restricted-likelihood = -10843297 (backed up) Iteration 36: log restricted-likelihood = -10843297 (backed up) --Break-- r(1); -- Raquel Rangel de Meireles Guimarães Professora Substituta do Departamento de Demografia, UFMG Doutoranda em Demografia http://ufmg.academia.edu/RaquelGuimaraes Cedeplar - Centro de Desenvolvimento e Planejamento Regional * * 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/ * * 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/

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