What about estimating a simpler model with only five (instead of 10)
explanatory variables. Once you get convergence for the simpler model, keep
adding explanatory variables, so that you will need to "guess" initial
values only for the extra variable, one at the time.
Adrian
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of SamL
Sent: Tuesday, April 20, 2004 3:14 AM
To: Stata Listserve
Cc: [email protected]
Subject: st: GLLAMM Seeking tricks to get feasible initial values
I am attempting to estimate a complementary log-log model in GLLAMM.
Despite the following efforts, I have been unable to obtain feasible
starting values:
1)I let gllamm come up with the values itself.
2)I estimated a cloglog model and used the fixed effects as starting
values, and plugged in other numbers for the covariance terms (many
different permutations, all to no avail).
3)Rescaled the interval-level variable independent variable (which ranges
from -12 to 5) to range from -1.2 to .5, to make it more like to many
dummy variables in the model (There are four random effects that are
dummies, no intercept, and about 10 other variables in the model).
4)I used all zeros for the starting values.
5)Checked to see if any of my second-level contexts had no variation on
the dependent variable (one of them had no variation), deleted that
context, and re-tried all the above.
6)I estimated a GLLAMM cloglog model fixing the covariances of the (4)
random terms at zero, and assuming multivariate normality, then tried to
plug those values into a second GLLAMM run. No success with the first
model, so the effort fizzled.
This outcome has about 167,000 cases (but not nearly so much, as I have
collapsed the data and am using frequency weights, so time won't be a
problem I hope). Of these, about 3,500 are scored 1, and the remainder
are scored zero. So, an asymmetric model, rather than a logit or probit,
seems appropriate.
But, I cannot get anything to start iterating. It keeps saying:
>overflow at level 1 ( 4111 missing values) NOTE: This # changes
>initial values not feasible
>(error occurred in ML computation)
>(use trace option and check correctness of initial model)
>finish running on 20 Apr 2004 at 00:00:52
I have used the trace option, and nothing looks amiss. It just seems like
I need feasible starting values. Any suggestions for how to obtain such
for GLLAMM are greatly appreciated.
Sam
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