st: meologit - multilevel ordered logit - converging problems

[Julian Garritzmann <julian.garritzmann@uni-konstanz.de>]

Dear List-users,

I have a problem implementing multilevel ordered logit models in Stata (with the new meologit command).

Back in Stata 12 I used the GLLAMM-commands but had the usual troubles (complex to implement and long computational time). So I was very much looking forward to Stata 13's new meologit-command. This command works fine as long as I only have variables on one level, but as soon as I include a second level, I constanlty receive error messages such as:

nearby values are missing
Iteration 12:  log likelihood =  -22475.38  (backed up)
could not calculate numerical derivatives -- discontinuous region with missing values encountered
could not calculate numerical derivatives -- discontinuous region with missing values encountered
r(430);

I am using survey data (18000 observations nested in 17 countries). The DV is given in five categories, so meologit seems ideal. As soon as only variables from one level are included, it works fine, so for example the follwing model works fine:
meologit eduspendord income female educ age agesq i.empstat HHmax2persons govcutspend  || country: 

However, as soon as I try to include variables on the second level, the models do not converge anymore. So, for example, the following models won't work (same model as above, but "open" included as a macro variable on the country level):
meologit eduspendord income female educ age agesq i.empstat HHmax2persons govcutspend || country: open 
meologit eduspendord income female educ age agesq i.empstat HHmax2persons govcutspend || country: open inequality 

I can, of course, include the macro level variables with the other micro variables, but then of course the SEs are incorrect:
meologit eduspendord income female educ age agesq i.empstat HHmax2persons govcutspend open || country: 

In general, I program in the following way:
meologit DV IVs_individual_level || country: IVs_country_level

I tried the following solutions:
- included only variables without missing values
- I also tried defining starting values or starting grids, but was not successful.

What am I doing wrong? How could I solve this?

Thank you so much!

---
Julian L. Garritzmann, M.A.

Visiting Fellow at the Graduate School of Arts and Sciences
Harvard University

Wissenschaftlicher Mitarbeiter
Lehrstuhl für Politikwissenschaft,
insb. Policy-Analyse und politische Theorie
Prof. Dr. Marius R. Busemeyer
Universität Konstanz

Tel: 07531 88 2493
Büro: D 238
http://www.polver.uni-konstanz.de/busemeyer/team/julian-l-garritzmann-ma/

Just published:
Who owns education? Cleavage structures in the partisan competition over educational expansion (2013) West European Politics 36(3): 521-546 (with Marius R. Busemeyer and Simon T. Franzmann).


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