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st: GLLAMM problem in comprob3
From
"P.T.Dijkstra" <[email protected]>
To
[email protected]
Subject
st: GLLAMM problem in comprob3
Date
Sat, 05 May 2012 13:55:04 +0200
Dear all,
While using the GLLAMM package, I sometimes obtain the following error message:
> can't get correct log-likelihood: -31.09976 should be -31.123589
> something went wrong in comprob3
>
I am under the impression that GLLAMM cannot estimate the model correctly because I have almost no "ones" in the dataset.
There are two groups: group 1 has just 20 times a one out of 970 observations, group 2 has only 2 ones out of 1000 observations.
I try to estimate a group effect as follows:
gllamm success groupeffect if group <= 2, i(personID group) family(binom) link(logit) robust adapt search(25) iterate(250)
The output:
Running adaptive quadrature
Iteration 0: log likelihood = -37.679599
Iteration 1: log likelihood = -33.411411
(...)
Iteration 249: log likelihood = -31.095211
Iteration 250: log likelihood = -31.195684
Adaptive quadrature has converged, running Newton-Raphson
Iteration 0: log likelihood = -31.195684 (not concave)
Iteration 1: log likelihood = -31.135656
(...)
Iteration 4: log likelihood = -31.123589
can't get correct log-likelihood: -31.09976 should be -31.123589
something went wrong in comprob3
r(198);
Does anyone recognize this problem with the same data structure or is there anything else I can do?
I know that this kind of problem has been posted before, but any help is highly appreciated.
Best,
Peter Dijkstra
University of Groningen
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