Re: st: Fwd: xtologit, initial values not feasible r(1400);

[Patrick Krueger <pmkrueger@gmail.com>]

Thanks, Scott. I tried your suggestion and had some success. When I
estimated this command:

. xtologit srhealth, intmethod(mv) intpoints(12) trace evaltype(gf0)

I got this error: "could not calculate numerical derivatives --
discontinuous region with missing values encountered
r(430);"

When I changed the integration method to Gauss-Hermite (and kept the
evaltype(gf0) option), the model found a solution without a problem.

Many thanks,
Patrick


On Mon, Jul 15, 2013 at 1:22 PM, Patrick Krueger <pmkrueger@gmail.com> wrote:
>
> Thanks, Scott. I tried your suggestion and had some success. When I estimated this command:
>
> . xtologit srhealth, intmethod(mv) intpoints(12) trace evaltype(gf0)
>
> I got this error: "could not calculate numerical derivatives -- discontinuous region with missing values encountered
> r(430);"
>
> When I changed the integration method to Gauss-Hermite (and kept the evaltype(gf0) option), the model found a solution without a problem.
>
> Many thanks, pmk
>
>
> On Mon, Jul 15, 2013 at 11:27 AM, Scott Baldwin <baldwinlist@gmail.com> wrote:
>>
>> You could try the solution presented in:
>> http://www.stata.com/statalist/archive/2013-07/msg00072.html
>>
>> Because --evaltype(gf0)-- is undocumented, I don't know if it will be
>> available for --xtlogit-- but the problem you are having sounds quite
>> similar.
>>
>> Best,
>> Scott
>>
>> On Mon, Jul 15, 2013 at 9:13 AM, Patrick Krueger <pmkrueger@gmail.com> wrote:
>> > Dear Statalist,
>> >
>> > I'm using Stata 13.0 to estimate a random effects ordered logistic
>> > regression model via xtologit. I have two-level data (i.e.,
>> > individuals nested within countries); there are 67 countries and
>> > nearly 300,000 respondents across the countries. The minimum number of
>> > individuals in a country is 929.
>> >
>> > When trying to estimate an xtologit model for an ordinal outcome
>> > variable, I get the error message: "initial values not feasible
>> > r(1400);"
>> >
>> > For example:
>> >
>> > . xtologit srhealth, intmethod(mv) intpoints(12) trace
>> >
>> > Fitting comparison model:
>> >
>> > Iteration 0: log likelihood = -388090.55
>> > Iteration 1: log likelihood = -388090.55
>> >
>> > Refining starting values:
>> >
>> > Grid node 0: log likelihood = -387924.06
>> > Fitting full model:
>> > ---------------------------------------------------------------------
>> >
>> > Iteration 0:
>> > Parameter vector:
>> > c1 c2 c3 c4 c5
>> > r1 -4.398648 -2.403305 -.584515 1.234322 1
>> >
>> > initial values not feasible
>> > r(1400);
>> >
>> > I have tried the following methods to troubleshoot the problem:
>> >
>> > 1. I fit the model in gllamm without a problem, so it seems that a
>> > solution is achievable. But I was hoping the xtologit command would
>> > run more quickly, especially once I start adding more covariates.
>> >
>> > 2. I used starting values (both from an ologit command and from the
>> > gllamm results), but received the same error message.
>> >
>> > 3. I used the "startgrid" option to provide a better starting value
>> > (i.e., the value from the gllamm model) for the random intercept
>> > parameter. Again, I received the same error.
>> >
>> > 4. I added additional covariates into the model, but still received
>> > the error message.
>> >
>> > 5. I tried different integration methods in the "intmethod" option,
>> > but still received the error.
>> >
>> > Can anyone advise how I might get the model to estimate with xtologit?
>> >
>> > As an aside, does anyone know why xtologit is not supported by "mi
>> > estimate"? Is there something that I should be aware of that makes
>> > combining multiply imputed estimates from xtologit models work
>> > differently from combining estimates from other kinds of random
>> > effects models? (Pardon my ignorance on this front, please).
>> >
>> > Best,
>> >
>> > Patrick
>> > *
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