Re: st: Capture failing on xtmixed

[Nick Cox <njcoxstata@gmail.com>]

Thanks for the detail.

On your evidence here -xtmixed- failed with error code 503. That's not
evidence of a bug.

The question you raised of a loop remains. How to report what you
think is a bug is documented at

http://www.stata.com/support/faqs/technical-support/

The Statalist FAQ does recommend looking at the FAQs before posting.

Nick

On Mon, Jan 28, 2013 at 2:25 PM, Adrian Sayers
<adrian.sayers@bristol.ac.uk> wrote:
> Hi Nick,
>
> I think you see why i  find it so strange.
>
> Just to be clear the code sits in a loop
> e.g. forvalues i = 1/1000 {
>         capture xtmixed .....
>                                 }
> It just seems very odd that in this situation stata exits opposed to
> skipping to the next line of code.
>
> I am quite happy that xtmixed is unable to converge, i just dont want it to
> kick me out of my loop.
>
>
> To add some more detail to my problem, I have traced the code to try and
> understand what is happening.
>
> However i think this is one of those things that is a bit beyond me.
>
> It seems like a proper bug, and perhaps its something that statacorp needs
> to fix, but i am unclear about how to report this?
>
> Thanks for any advice
>
> bw
> Adrian
>
>
> -------------------------------------------------------------------------
> begin mixed_ll ---
>             - version 8.2
>             - args todo b lnf
>             - tempname s d err theta drho rho
>             - scalar `s' = -1
>             = scalar __00001F = -1
>             - if $XTM_ctheta {
>             = if 6 {
>             - mat `theta' = `b'[1, 1..$XTM_ctheta]
>             = mat __00001I = __00001A[1, 1..6]
>             - }
>             - else {
>               mata: _xtm_null_rowvector("`theta'")
>               }
>             - if $XTM_res {
>             = if 0 {
>               mat `drho' = `b'[1, `=$XTM_ctheta+1'...]
>               }
>             - else {
>             - mat `drho' = 0
>             = mat __00001J = 0
>             - }
>             - mata: _xtm_drho_to_rho("`drho'", "`rho'", "`err'")
>             = mata: _xtm_drho_to_rho("__00001J", "__00001K", "__00001H")
>             - if scalar(`err') == 1 {
>             = if scalar(__00001H) == 1 {
>               scalar `lnf' = .
>               }
>             - mata: _xtm_theta_to_delta(`"`d'"',`"`theta'"',"`err'")
>             = mata:
> _xtm_theta_to_delta(`"__00001G"',`"__00001I"',"__00001H")
>             - if scalar(`err') == 1 {
>             = if scalar(__00001H) == 1 {
>               scalar `lnf' = .
>               }
>             - else {
>             - mata: _xtm_mixed_ll(`"`d'"',"`rho'","`s'",0)
>             = mata: _xtm_mixed_ll(`"__00001G"',"__00001K","__00001F",0)
>             - scalar `lnf' = r(ll)
>             = scalar __00001B = r(ll)
>             - }
>
> ---------------------------------------------------------------------------
> end mixed_ll ---
> Hessian is not negative semidefinite
>
> --------------------------------------------------------------------------
> end mopt.MaxMin ---
>           }
>
> ----------------------------------------------------------------------------
> - end mopt.Model ---
>       - if c(rc) {
>       - local rc = c(rc)
>       - Clear
>
> ---------------------------------------------------------------------------
> begin mopt.Clear ---
>         - syntax [, NOTANOPTION]
>         - capture drop $ML_w
>         = capture drop __00000Y
>         - capture drop $ML_samp
>         = capture drop __00000Y
>         - capture drop $ML_subv
>         = capture drop
>         - capture drop $ML_grp
>         = capture drop
>         - mata: Mopt_drop_external()
>         - macro drop ML_*
>
> ----------------------------------------------------------------------------
> - end mopt.Clear ---
>       - exit `rc'
>       = exit 430
>         }
>         exit
>         }
>
> ----------------------------------------------------------------------------
> --------- end mopt ---
>       exit
>       }
>
> ----------------------------------------------------------------------------
> ------------- end ml ---
>   - if _rc | "`e(converged)'" == "0" {
>   = if _rc | "" == "0" {
>   - if _rc == 1 {
>     exit 1
>     }
>   - local noconv noconv
>   - mat `delta' = `deltaf'
>   = mat __00000L = __00000M
>   - mat `theta' = `thetaf'
>   = mat __00000N = __00000O
>   - }
>   - tempname bb
>   - mat `bb' = e(b)
>   = mat __00000Y = e(b)
>   - if $XTM_ctheta {
>   = if 6 {
>   - mat `theta' = `bb'[1,1..$XTM_ctheta]
>   = mat __00000N = __00000Y[1,1..6]
> conformability error
>     }
>     else {
>     mata: _xtm_null_rowvector("`theta'")
>     }
>     if $XTM_res {
>     mat `rho' = `bb'[1,`=$XTM_ctheta+1'...]
>     }
>     mata: _xtm_theta_to_delta("`delta'", "`theta'","`err'")
>     local opt `e(opt)'
>     local ml_method `e(ml_method)'
>     local technique `e(technique)'
>     }
>     if $XTM_res {
>     tempname rho2
>     mata: _xtm_drho_to_rho("`rho'","`rho2'","`err'")
>     mat `rho' = `rho2'
>     }
>     scalar `s' = -1
>     mata: _xtm_mixed_ll("`delta'","`rho'","`s'",0)
>     local ll_1 = r(ll)
>     scalar `s' = r(mse)
>     local ll_2 = `ll_1'
>     mata: _xtm_theta_to_gamma("`gamma'","`theta'","`s'")
>     tempname initfinal
>     mat `initfinal' = `gamma'
>     if $XTM_res {
>     mat `initfinal' = `gamma', `rho'
>     }
>     if "`emonly'" == "" & "`stderr'" == "" {
>     if _caller() >= 11 {
>     mat `h' = e(ml_scale), 1
>     }
>     else {
>     mat `h' = e(ml_d0_s), 1
>     }
>     local c = colsof(`theta')
>     forvalues i = 1/`c' {
>     mat `h'[1,`i'] = `h'[1,`i'] * abs(`gamma'[1,`i']/`theta'[1,`i'])
>     }
>     `q' di
>     `q' di as txt "Computing standard errors:"
>     `vv' cap ml model d0 mixed_ll_reparm `eqlist' /lnsig_e `reqlist', max
> init(`initfinal',copy) search(
>> off) iter(0) `dscale' collinear missing nopreserve `mlopts'
>     if _rc {
>     if _rc == 1 {
>     exit 1
>     }
>     local nostd nostd
>     local ll_2 = `ll_1'
>     }
>     else {
>     local ll_2 = e(ll)
>     if reldif(`ll_1',`ll_2') > 1e-10 {
>     local nostd nostd
>     }
>     }
>     if "`nostd'" != "" {
>     di as err "standard-error calculation failed"
>     if $XTM_res {
>     ereturn clear
>     error 430
>     }
>     }
>     }
>     mata: _xtm_mixed_ll("`delta'","`rho'","`s'",1)
>     mata: _xtm_beta("`beta'","`Vbeta'","`s'")
>     if "`emonly'"=="" & "`nostd'" == "" & "`stderr'"=="" {
>     mat `gamma' = e(b)
>     mat `V' = e(V)
>     }
>     else {
>     local eqnames : subinstr local eqlist "/" "", all
>     mat coleq `gamma' = `eqnames' lnsig_e
>     mat colnames `gamma' = _cons
>     local c = colsof(`gamma')
>     mat `V' = J(`c',`c',0)
>     }
>     }
>
> ----------------------------------------------------------------------------
> - end xtmixed.Estimate ---
> - local rc = _rc
> - ereturn local cmdline `"xtmixed `0'"'
> = ereturn local cmdline `"xtmixed obs_ht  age_1 age_2 || id: age_1 age_2 ,
> cov(unstruct)"'
> - capture mata: _xtm_cleanup()
> - capture mac drop XTM_*
> - exit `rc'
> = exit 503
> ----------------------------------------------------------------------------
> ------------ end xtmixed ---
> r(503);
>
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