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st: -gllamm- vs -meglm-
From
Jeph Herrin <[email protected]>
To
[email protected]
Subject
st: -gllamm- vs -meglm-
Date
Thu, 27 Jun 2013 10:28:07 -0400
This is my first use of the new mixed effects GLM routine in Stata 13, and I am trying to reproduce results I have using
-gllamm- from SSC. My question pertains to the use of the -startgrid()- option.
Using -gllamm- I estimated
. gllamm depvar, i(id) link(log) family(poisson)
which after 5 iterations reports:
------------------------------------------------------------------------------
depvar | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_cons | 3.392516 .0015251 2224.39 0.000 3.389527 3.395505
------------------------------------------------------------------------------
Variances and covariances of random effects
------------------------------------------------------------------------------
***level 2 (id_hrr)
var(1): .00598911 (.00020843)
------------------------------------------------------------------------------
However, every attempt to estimate this model using the new -meglm-
. meglm depvar || id:, link(log) family(poisson)
gives me "initial values not feasible". I have tried all four different startvalue() options, and many different
-startgrid() options, with no success.
In particular, I would think that using the above variance estimate in -startgrid()- would be a reasonable initial
value, but
. meglm depvar || id:, link(log) family(poisson) startgrid(.005989)
also produces "initial values not feasible". Anyone have any thoughts on why one model converges quickly and the other
not at all? I have 30k obs in 100 groups.
thanks,
Jeph
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