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Re: st: xtmixed with nonrtolerance. What happens?
From
"Lukas Bösch" <[email protected]>
To
[email protected]
Subject
Re: st: xtmixed with nonrtolerance. What happens?
Date
Fri, 24 Jun 2011 12:11:17 +0200
One more information:
When i run the modell only with the complete export time series. Without any zeroes in the dependent data, the output looks like this:
. xtmixed centquantity2 centyear2 centforestarea2 centgdp2 centlandarea2 centpopulation2 || _all: R.country || _all: R.genus
Performing EM optimization:
Performing gradient-based optimization:
Iteration 0: log restricted-likelihood = -1907.9114
numerical derivatives are approximate
nearby values are missing
Iteration 1: log restricted-likelihood = -1906.3037
numerical derivatives are approximate
nearby values are missing
Iteration 2: log restricted-likelihood = -1906.3037
Computing standard errors:
Mixed-effects REML regression Number of obs = 1216
Group variable: _all Number of groups = 1
Obs per group: min = 1216
avg = 1216.0
max = 1216
Wald chi2(5) = 21.29
Log restricted-likelihood = -1906.3037 Prob > chi2 = 0.0007
centquanti~2 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
centyear2 | -.1372919 .0456083 -3.01 0.003 -.2266825 -.0479014
centfores~a2 | -.7787292 .3464103 -2.25 0.025 -1.457681 -.0997774
centgdp2 | -1.510474 1.005607 -1.50 0.133 -3.481427 .4604796
centlandar~2 | -.5532811 .8824918 -0.63 0.531 -2.282933 1.176371
centpopul~n2 | 1.116585 .9528179 1.17 0.241 -.7509036 2.984074
_cons | .5183642 .8785702 0.59 0.555 -1.203602 2.24033
Random-effects Parameters | Estimate Std. Err. [95% Conf. Interval]
_all: Identity |
sd(R.country) | 3.484453 .5512833 2.55543 4.75122
_all: Identity |
sd(R.genus) | 2.93e-06 .0221629 0
sd(Residual) | 1.100754 .0225709 1.057393 1.145893
LR test vs. linear regression: chi2(2) = 1333.21 Prob > chi2 = 0.0000
Note: LR test is conservative and provided only for reference.
Still not perfect, but it seems to work better
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