Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
"Tiago V. Pereira" <[email protected]> |

To |
"Tiago V. Pereira" <[email protected]> |

Subject |
st: During simulations, what to do if the regression-based model does not converge? |

Date |
Tue, 19 Jun 2012 18:42:55 -0300 (BRT) |

Dear statalisters, I am running some simulations and need to run -mvmeta-. In some cases, -mvmeta- fails to converge, and the simulation stucks at a certain point and doesn't finish until I manually cancel it. Example (data given below): [simulate data] mvmeta b V, reml Note: using method reml Note: using variables b1 b2 Note: 22 observations on 2 variables initial: log likelihood = -6.0965061 rescale: log likelihood = -6.0965061 rescale eq: log likelihood = 1.5713054 Iteration 0: log likelihood = 1.5713054 Iteration 1: log likelihood = 1.5735159 (not concave) Iteration 2: log likelihood = 1.5735286 (not concave) Iteration 3: log likelihood = 1.5735293 (not concave) Iteration 4: log likelihood = 1.5735293 (not concave) Iteration 5: log likelihood = 1.5735293 (not concave) Iteration 6: log likelihood = 1.5735293 (not concave) Iteration 7: log likelihood = 1.5735293 (not concave) . . . . [neverending] If I run instead . mvmeta b V, mm I get the method-of-moments approach, which would be the best estimate if the reml option doest not work. The most intuitive algorithm would be if [mvmeta b V, reml takes too much time to run] { break and continue as mvmeta b V, mm } I have failed to find a solution to that Can you tell me if it is possible? All the best, Tiago */ ------------ example data --------------------------------- input b1 b2 V11 V22 V12 .233144 .1990245 .13194766 .00934892 .00169556 -.28375212 .19690602 .21868578 .01441359 .00277669 .00327333 .01059937 .22549555 .01792554 .00327333 .50068392 .1364699 .16447968 .01013253 .00197968 .17374169 .24701389 .24077677 .02068396 .00466566 .50303291 .06834434 .20411383 .01143459 .00219075 -.45014787 .26331932 .14863599 .01185804 .00217135 .65685769 .33265554 .31337754 .01162247 .00226642 1.1248355 .06663273 .44921284 .02497867 .0047684 1.2422897 .2806992 .32947018 .01348576 .00254711 -.48948849 .24811046 .16104793 .01191982 .0022244 .260668 .3046892 .20409032 .01089658 .00207011 .31184814 .11819502 .19728779 .01629585 .00284334 -.34414868 .31684138 .28063149 .01408479 .00285371 -.01790121 .48026602 .21454526 .01923754 .00343415 .11029605 .06801034 .1932147 .01195094 .0023056 .04299536 .2128944 .28981034 .02116782 .00409606 -.30519299 .31617451 .24653605 .02153186 .00367891 .31049675 .10128629 .19748667 .01613425 .00304222 -.22549042 .15365738 .12865038 .00878746 .00166625 -.10485559 .15266178 .13572105 .00932605 .00179248 .62737876 .18297067 .1572774 .00949862 .00172184 end */ ------------ example data --------------------------------- * * 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**:

- Prev by Date:
**Re: st: nbreg or ologit?** - Next by Date:
**Re: st: ARIMA models - determining how much final model predicts actual trend** - Previous by thread:
**st: ARIMA models - determining how much final model predicts actual trend** - Next by thread:
**Re: st: During simulations, what to do if the regression-based model does not converge?** - Index(es):