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From |
"P.T.Dijkstra" <p.t.dijkstra@rug.nl> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: GLLAMM problem in comprob3 |

Date |
Sat, 05 May 2012 13:55:04 +0200 |

Dear all, While using the GLLAMM package, I sometimes obtain the following error message: > can't get correct log-likelihood: -31.09976 should be -31.123589 > something went wrong in comprob3 > I am under the impression that GLLAMM cannot estimate the model correctly because I have almost no "ones" in the dataset. There are two groups: group 1 has just 20 times a one out of 970 observations, group 2 has only 2 ones out of 1000 observations. I try to estimate a group effect as follows: gllamm success groupeffect if group <= 2, i(personID group) family(binom) link(logit) robust adapt search(25) iterate(250) The output: Running adaptive quadrature Iteration 0: log likelihood = -37.679599 Iteration 1: log likelihood = -33.411411 (...) Iteration 249: log likelihood = -31.095211 Iteration 250: log likelihood = -31.195684 Adaptive quadrature has converged, running Newton-Raphson Iteration 0: log likelihood = -31.195684 (not concave) Iteration 1: log likelihood = -31.135656 (...) Iteration 4: log likelihood = -31.123589 can't get correct log-likelihood: -31.09976 should be -31.123589 something went wrong in comprob3 r(198); Does anyone recognize this problem with the same data structure or is there anything else I can do? I know that this kind of problem has been posted before, but any help is highly appreciated. Best, Peter Dijkstra University of Groningen * * 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/

**Follow-Ups**:**Re: st: GLLAMM problem in comprob3***From:*Stas Kolenikov <skolenik@gmail.com>

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