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RE: st: Problem with variables in gllamm
From
"Alice Dalton (MED)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: Problem with variables in gllamm
Date
Mon, 7 Oct 2013 13:20:21 +0000
Dear Statalist,
Apologies for omitting information/Stata output from my previous post (I'm new to Statalist and fairly new to Stata). I provide this below. Thanks in advance for your help, Alice
- The dependent variable is continuous (a proportion of range 0.0021 to 0.9976) (it measures proportion of overlap between actual and predicted commute routes).
- I have 51 participants, each with between 1 and 10 observations (routes) (n=276 in total).
- I would like to run a fractional logit model (as I'm using proportions).
- I ran this as a gml command initially (glm Overlap50BuffProp Age Health_binaryReversed DistGIS PoI Bike Bus CarBike CarWalk Walk, family(binomial) link(logit) robust)
- I'd like to run this in gllamm (so I can model for observations within participants).
- I will have just a few predictors (indicated with the glm model as age, health, predicted route distance, points of interest en route, travel mode)
- In the Problem 2 example I gave, I replaced the two lowest values with zero then the model worked
PROBLEM 1. Dependent variable will only work if the variable contains a zero:
a) Where smallest value = 0.0021, model fails
. gllamm Overlap50BuffProp, i(Id) family(binomial) link(logit)
r(2000);
b) Where smallest value = 0 , model works (two values of 0.0021 changed to 0)
. gllamm Overlap50BuffPropNoZeros, i(Id) family(binomial) link(logit)
Iteration 0: log likelihood = -735.21677 (not concave)
Iteration 1: log likelihood = -262.89672 (not concave)
Iteration 2: log likelihood = -214.7793 (not concave)
Iteration 3: log likelihood = -189.90975
Iteration 4: log likelihood = -181.77366
Iteration 5: log likelihood = -180.63042
Iteration 6: log likelihood = -180.59617
Iteration 7: log likelihood = -180.59616
number of level 1 units = 276
number of level 2 units = 51
Condition Number = 1.2108434
gllamm model
log likelihood = -180.59616
------------------------------------------------------------------------------
Overlap50~os | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_cons | -.48261 .1711324 -2.82 0.005 -.8180232 -.1471967
------------------------------------------------------------------------------
Variances and covariances of random effects
------------------------------------------------------------------------------
***level 2 (Id)
var(1): .52773855 (.29437029)
------------------------------------------------------------------------------
.
PROBLEM 2
Adding binary explanatory variables (0/ 1) into the working model (with zero in dependant variable)
. gllamm Overlap50BuffPropNoZeros Health_binaryReversed, i(Id) family(binomial) link(logit)
variables have been dropped, can't continue
r(198);
>-----Original Message-----
>From: [email protected] [mailto:owner-
>[email protected]] On Behalf Of William Buchanan
>Sent: Monday, October 07, 2013 1:31 PM
>To: [email protected]
>Subject: Re: st: Problem with variables in glamm
>
>If your dependent variable is binary (like it is implied by the info you provide),
>then the only values it should take are 0 & 1. Beyond that it isn't exactly clear
>what your specific problem is. You should also include the _exact_ syntax you
>enter and the exact message/output provided by Stata.
>
>Sent from my iPhone
>
>> On Oct 7, 2013, at 6:53, "Alice Dalton (MED)" <[email protected]> wrote:
>>
>> Dear Statlist,
>>
>> I'm having a problem with the gllamm program (family(binomial) link(logit)).
>>
>> 1. My dependant variable (a proportion) will only work if the variable
>contains a zero, otherwise I get an r(2000) (no observations) error
>>
>> 2. Adding binary explanatory variables (eg a health variable where 1
>excellent, 0 not excellent) results in the message 'variables have been
>dropped, can't continue' and an r(198) error. The null model works; the null
>model works with continuous variables added in; the null model plus one or
>more binary variables fails.
>>
>> The command I am using is gllamm [depvar] [varlist], i(ParticipantId)
>family(binomial) link(logit). I have 276 cases and 129 variables (not all of which
>are added to the model).
>>
>> If anyone with experience of gllamm has an idea of what is happening here,
>I would be most grateful to hear it.
>>
>> Thank you!
>>
>> Alice Dalton
>>
>> *
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>> * http://www.stata.com/support/faqs/resources/statalist-faq/
>> * http://www.ats.ucla.edu/stat/stata/
>
>*
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*
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