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Re: Re: st: After non-convergence with xtmixed
Thanks to Bobby Gutierrez for suggesting using the emiterate()
option. It's working out rather well. It took a very large number
of EM iterations to get the log likelihood-ratio into the
neighborhood where NR bogs down--but they do run very fast and the
total time to get there is far lower. And, at least for the problem
that prompted my original post, the new results do confirm that I'm
trying to estimate a variance component that is very close to
zero--something I could not tell from the earlier output.
So problem solved! Many thanks, again.
Clyde Schechter
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