st: GLLAMM - a problem between Stata 8 and Stata 9

[Jean-Benoit Hardouin <jean-benoit.hardouin@orscentre.org>]

Dear all,
I have a dataset of binary variables (response to 9 binary items). I 
explain the responses to these items by a logistic mixed model. I have a 
program who estimates the parameters of the model with xtlogit, and 
evaluates the model under GLLAMM (with options from(matrix) and eval).  
[my aim is to obtain estimations of the random variable for each 
individual after GLLAMM with GLLAPRED and to gain time by using xtlogit 
instead of GLLAMM]
A simpler version of this program is given below.

My problem is that there is no problem to evaluate the model with GLLAMM 
under Stata 8 but I have an error under Stata 9 for exactly the same 
program.
The return error is "last estimates not found (r(301)" and I do not 
understand what is the problem.

Jean-Benoit Hardouin

The program is :

/*****************************BEGINING OF THE 
PROGRAM*******************************************/

use "http://anaqol.free.fr/statalist/jbh.dta";
matrix 
est=(-.1059915,2.511868,2.4014077,1.0965434,.34265641,1.1790977,.88322999,1.9542748,-.15445884,1.5169531)
local colnames
  forvalues i=1/9 {
     local colnames "`colnames' rep:rep`i'"
  }
  local colnames "`colnames' id1:_cons"
di "`colnames'"
  matrix colnames est=`colnames'

matrix list est
gllamm rep rep1-rep9, i(id) nocons family(binom) link(logit) trace 
from(est) eval

/*****************************END OF THE 
PROGRAM*******************************************/


/***************************RESULTS UNDER STATA 8 
******************************************/
General model information
------------------------------------------------------------------------------

dependent variable:         rep
family:                     binom
link:                       logit
denominator:                1
equation for fixed effects  rep1 rep2 rep3 rep4 rep5 rep6 rep7 rep8 rep9

Random effects information for 2 level model
------------------------------------------------------------------------------



***level 2 (id) equation(s):

  standard deviation of random effect
  id1: _cons

number of level 1 units = 4248
number of level 2 units = 472
------------------------------------------------------------------------------


start running on 17 Jun 2005 at 23:23:35
log-likelihood = -2207.4695
finish running on 17 Jun 2005 at 23:23:36


number of level 1 units = 4248
number of level 2 units = 472

Condition Number could not be computed

gllamm model

log likelihood = -2207.4695

------------------------------------------------------------------------------
        rep |      Coef.   Std. Err.      z    P>|z|     [95% Conf. 
Interval]
-------------+----------------------------------------------------------------
       rep1 |  -.1059915          .        .       .            
.           .
       rep2 |   2.511868          .        .       .            
.           .
       rep3 |   2.401408          .        .       .            
.           .
       rep4 |   1.096543          .        .       .            
.           .
       rep5 |   .3426564          .        .       .            
.           .
       rep6 |   1.179098          .        .       .            
.           .
       rep7 |     .88323          .        .       .            
.           .
       rep8 |   1.954275          .        .       .            
.           .
       rep9 |  -.1544588          .        .       .            
.           .
------------------------------------------------------------------------------


Variances and covariances of random effects
------------------------------------------------------------------------------


***level 2 (id)

   var(1): 2.3011467 (0)
------------------------------------------------------------------------------

/***************************RESULTS UNDER STATA 9 
******************************************/
General model information
------------------------------------------------------------------------------

dependent variable:         rep
family:                     binom
link:                       logit
denominator:                1
equation for fixed effects  rep1 rep2 rep3 rep4 rep5 rep6 rep7 rep8 rep9

Random effects information for 2 level model
------------------------------------------------------------------------------



***level 2 (id) equation(s):

  standard deviation of random effect
  id1: _cons

number of level 1 units = 4248
number of level 2 units = 472
------------------------------------------------------------------------------


start running on 17 Jun 2005 at 23:29:04
log-likelihood = -2207.4695
finish running on 17 Jun 2005 at 23:29:05


number of level 1 units = 4248
number of level 2 units = 472

Condition Number could not be computed

gllamm model

log likelihood = -2207.4695

last estimates not found
r(301);

end of do-file
r(301);

--
***************************************************************************
Jean-Benoit Hardouin
Biostatistician
Regional Health Observatory, Orl�ans - France
Email : jean-benoit.hardouin@orscentre.org
**************************************************************************

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