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RE: st: AW: changes in -xi: xtmixed- command from Stata 10 to 11
From
"Cornelius Nattey" <[email protected]>
To
<[email protected]>
Subject
RE: st: AW: changes in -xi: xtmixed- command from Stata 10 to 11
Date
Thu, 22 Apr 2010 15:58:12 +0200
Hi All,
Stata 11 is fine
gen uv2 = uv^2
. xtmepoisson deaths uv c.uv#c.uv, exposure(expected) || nation:||
region:
Ouput;
Refining starting values:
Iteration 0: log likelihood = -1169.4088 (not concave)
Iteration 1: log likelihood = -1156.8957 (not concave)
Iteration 2: log likelihood = -1101.6829
Performing gradient-based optimization:
Iteration 0: log likelihood = -1101.6829
Iteration 1: log likelihood = -1090.3786
Iteration 2: log likelihood = -1089.4164
Iteration 3: log likelihood = -1089.411
Iteration 4: log likelihood = -1089.411
Mixed-effects Poisson regression Number of obs =
354
------------------------------------------------------------------------
--
| No. of Observations per Group
Integration
Group Variable | Groups Minimum Average Maximum Points
----------------+-------------------------------------------------------
--
nation | 9 3 39.3 95 7
region | 78 1 4.5 13 7
------------------------------------------------------------------------
--
Wald chi2(2) =
25.69
Log likelihood = -1089.411 Prob > chi2 =
0.0000
------------------------------------------------------------------------
------
deaths | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
uv | .0056975 .0137931 0.41 0.680 -.0213364
.0327314
|
c.uv#c.uv | -.0058374 .001388 -4.21 0.000 -.0085579
-.0031169
|
_cons | .1289976 .1581123 0.82 0.415 -.1808968
.4388919
expected | (exposure)
------------------------------------------------------------------------
------
------------------------------------------------------------------------
------
Random-effects Parameters | Estimate Std. Err. [95% Conf.
Interval]
-----------------------------+------------------------------------------
------
nation: Identity |
sd(_cons) | .4290363 .1101666 .2593733
.7096807
-----------------------------+------------------------------------------
------
region: Identity |
sd(_cons) | .1956382 .0224569 .1562233
.2449974
------------------------------------------------------------------------
------
LR test vs. Poisson regression: chi2(2) = 1267.13 Prob > chi2 =
0.0000
Note: LR test is conservative and provided only for reference.
Hope this helps
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of
Ploutz-Snyder, Robert (JSC-SK)[USRA]
Sent: Thursday, April 22, 2010 3:43 PM
To: [email protected]
Subject: RE: st: AW: changes in -xi: xtmixed- command from Stata 10 to
11
Same for me, running 10.1 on a 64bit win machine, versus 11.0 on the
same machine.. both up to date with patches/upgrades. Output:
STATA 10.1:
webuse melanoma, clear
(Skin cancer (melanoma) data)
. gen uv2 = uv^2
. xtmepoisson deaths uv uv2, exposure(expected) || nation: || region:
Refining starting values:
Iteration 0: log likelihood = -1169.4088 (not concave)
Iteration 1: log likelihood = -1156.8957 (not concave)
Iteration 2: log likelihood = -1102.0609
Performing gradient-based optimization:
Iteration 0: log likelihood = -1102.0609
Iteration 1: log likelihood = -1096.5001
Iteration 2: log likelihood = -1089.4293
Iteration 3: log likelihood = -1089.4112
Iteration 4: log likelihood = -1089.411
Iteration 5: log likelihood = -1089.411
Mixed-effects Poisson regression Number of obs =
354
------------------------------------------------------------------------
--
| No. of Observations per Group
Integration
Group Variable | Groups Minimum Average Maximum Points
----------------+-------------------------------------------------------
--
nation | 9 3 39.3 95 7
region | 78 1 4.5 13 7
------------------------------------------------------------------------
--
Wald chi2(2) =
25.69
Log likelihood = -1089.411 Prob > chi2 =
0.0000
------------------------------------------------------------------------
------
deaths | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------
------
uv | .0056975 .0137931 0.41 0.680 -.0213364
.0327314
uv2 | -.0058374 .001388 -4.21 0.000 -.0085579
-.0031169
_cons | .1289976 .1581122 0.82 0.415 -.1808966
.4388918
expected | (exposure)
------------------------------------------------------------------------
------
------------------------------------------------------------------------
------
Random-effects Parameters | Estimate Std. Err. [95% Conf.
Interval]
-----------------------------+------------------------------------------
------
nation: Identity |
sd(_cons) | .4290366 .1101666 .2593735
.7096809
-----------------------------+------------------------------------------
------
region: Identity |
sd(_cons) | .1956382 .0224569 .1562233
.2449974
------------------------------------------------------------------------
------
LR test vs. Poisson regression: chi2(2) = 1267.13 Prob > chi2 =
0.0000
Note: LR test is conservative and provided only for reference.
.
VERSUS Stata 11.0:
. gen uv2 = uv^2
. xtmepoisson deaths uv c.uv#c.uv, exposure(expected) || nation:||
region:
Refining starting values:
Iteration 0: log likelihood = -1169.4088 (not concave)
Iteration 1: log likelihood = -1156.8957 (not concave)
Iteration 2: log likelihood = -1101.6231
Performing gradient-based optimization:
Iteration 0: log likelihood = -1101.6231
Iteration 1: log likelihood = -1097.2443
Iteration 2: log likelihood = -1089.4042
Iteration 3: log likelihood = -1089.4016 (not concave)
Iteration 4: log likelihood = -1089.4007
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 5: log likelihood = -1089.4001 (backed up)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 6: log likelihood = -1089.3999 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 7: log likelihood = -1089.3998 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 8: log likelihood = -1089.3998 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 9: log likelihood = -1089.3998 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 10: log likelihood = -1089.3998 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 11: log likelihood = -1089.3998 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 12: log likelihood = -1089.3998 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 13: log likelihood = -1089.3998 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 14: log likelihood = -1089.3998 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 15: log likelihood = -1089.3998 (not concave)
numerical derivatives are approximate
flat or discontinuous region encountered
Iteration 16: log likelihood = -1089.3998 (not concave)
--Break--
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Scott
Merryman
Sent: Thursday, April 22, 2010 8:04 AM
To: [email protected]
Subject: Re: st: AW: changes in -xi: xtmixed- command from Stata 10 to
11.0
On Thu, Apr 22, 2010 at 7:38 AM, Martin Weiss <[email protected]>
wrote:
>
> <>
>
> A similar thing happens when I run this example in Stata 10.1 MP:
>
>
> *************
> webuse melanoma, clear
> gen uv2 = uv^2
> xtmepoisson deaths uv uv2, exposure(expected) || nation: || region:
> *************
>
> versus this in Stata 11 MP:
>
> *************
> webuse melanoma, clear
> xtmepoisson deaths uv c.uv#c.uv, exposure(expected) || nation:||
region:
> *************
>
> The Stata 11 incarnation constantly reports "flat or discontinuous
region
> encountered", while the 10.1 version converges after a couple of
steps:
That's odd - I get convergence with Stata 11 MP.
. webuse melanoma, clear
(Skin cancer (melanoma) data)
. xtmepoisson deaths uv c.uv#c.uv, exposure(expected) || nation:||
region:
Refining starting values:
Iteration 0: log likelihood = -1169.4088 (not concave)
Iteration 1: log likelihood = -1156.8957 (not concave)
Iteration 2: log likelihood = -1101.9749
Performing gradient-based optimization:
Iteration 0: log likelihood = -1101.9749
Iteration 1: log likelihood = -1097.2043
Iteration 2: log likelihood = -1089.5644
Iteration 3: log likelihood = -1089.4115
Iteration 4: log likelihood = -1089.411
Iteration 5: log likelihood = -1089.411
Scott
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