st: RE: cross-classified random effect model with xtmelogit

["Cohen, Elan" <cohened@upmc.edu>]

Helda,

You can try using the results of your first model as starting points for your second model.

xtmelogit overwt0 agetrc year0 bcohdum ||_all:R.year0||bcohdum:||pidlink: if s_analysis==1, laplace
matrix a = e(b)
xtmelogit overwt0 agetrc year0 bcohdum ||_all:R.year0||bcohdum:||pidlink: if s_analysis==1, intpoints(2) from(a) refineopts(iterate(0))

This is outlined in Rabe-Hesketh & Skrondal, "Multilevel and Longitudinal Modeling Using Stata".

- Elan


> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Mrs Helda Khusun
> Sent: Sunday, March 07, 2010 20:24
> To: statalist@hsphsun2.harvard.edu
> Subject: st: cross-classified random effect model with xtmelogit
> 
> Dear satalister,
> 
> I am trying to fir a cross-classified random effect model for 
> estimation of age, period and cohort effect of a longitudinal 
> data, in which age are nested and cross-classified in time of 
> survey and birth cohort. The outcome is whether or not a 
> person is overweight. Each person is followed longitudinally 
> and measured at three time periods.
> 
> Initially I used the following syntax:
> 
> . xtmelogit overwt0 agetrc year0 bcohdum 
> ||_all:R.year0||bcohdum:||pidlink: if s_analysis==1, laplace
> 
> where: overweight is the outcome (0/1), agetrc(age, 
> continuous), year0(period of survey, 0,1 and 2), 
> bcohdum(dummy of birth cohort, 0-7)
> 
> And I get sensible result from that.
> 
> But when I change the laplacian approximation into:
> 
> . xtmelogit overwt0 agetrc year0 bcohdum 
> ||_all:R.year0||bcohdum:||pidlink: if s_analysis==1, intpoints(2)
> 
> I got the following error message after the second iteration: 
> "Hessian has become unstable or asymmetric"
> 
> What does it mean and what shoudl I do next?
> 
> Any feedback would be very much appreciated.
> 
> Best regards,
> Helda
> 
> 
> *
> *   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/
*
*   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/