Re: st: Gllamm: Convergence not achieved: try with more quadrature points

[Kjetil Arne Van Der Wel <kjetil.wel@sam.hio.no>]

Thanks for your answers, Stas.
Without the iter(20)-option I still get the same error message.

(PS: Forgot to mention that I use STATA 9)

Many thanks,
Kjetil

On 21.09.2010 14:55, Stas Kolenikov wrote:
> 1. You might want to allow more iterations rather than more quadrature
> points. -iter(20)- may be too restrictive, while as few as -nip(8)-
> might work well in practice.
>
> 2. Yes, the weights are fine... or at least you cannot do much better
> about them; check for literature on rescaling though, or try different
> scalings to see whether the results are sensitive to the scaling you
> adopt. In this context I would think of countries as strata, rather
> than level-2 units.
>
> 2010/9/21 Kjetil Arne Van Der Wel<kjetil.wel@sam.hio.no>:
> > Dear all,
> > I am trying to run a logistic random intercept model with gllamm, using
> > sample weights. Whenever I include the pweight(wt) option I get the above
> > error message, but without the weights it works fine. I have tried
> > increasing nip (20, 30, 40), but it has been futile.
> >
> > Level 2 units are 25 countries in Europe. Because they are not a sample, wt2
> > is set equal to 1. The level 1 sample weight (wt1), that corrects for
> > different sampling probabilities for individuals within different countries
> > (as well as country specific attrition), is entered
> > as specified by data supplier (non-integer, four digits or more).  The
> > weight was not scaled (as is otherwise suggested by the literature on
> > multilevel modelling of complex survey data (e.g. Rabe-Hesketh&  Skrondal,
> > 2006)), because the sampling procedure was not ‘complex’,
> > i.e. level 2 units do not constitute a sample. Is this correct?
> >
> > This is the gllamm command used:
> > gllamm depvar indepvar1 indepvar2, i(country) weight(wt) link(logit)
> > fam(binom) nip(20) iterate(20) adapt
> >
> > My questions for you are:
> > 1. Why do I get the error message and how to fix it?
> > 2. Is my specification of the weights correct?
> >
> > Thanks,
> > Kjetil van der Wel, PhD-student, Oslo University College
> >
> >
> >
> > *
> > *   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/

--
Kjetil van der Wel
Stipendiat/PhD student
Gruppe for inkluderende velferd (GIV) / Research Group for Inclusive 
Social Welfare Policies,
Avdeling for samfunnsfag (SAM) / Faculty of social sciences
Høgskolen i Oslo / Oslo University College

Rom: SG304 (Stensberggata 29)
tlf/phone: +47 22 45 35 76 / +47 906 41 606
http://www.hio.no/giv

Postadresse/ postal address:
SAM
Høgskolen i Oslo
Postboks 4, St. Olavs plass
0130 Oslo


*
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