st: Multilevel modelling: convergence, value of the log odds ratio, and dummy variable issues.

[Liliana Andriano <liliana.andriano@gmail.com>]

Dear Maarten/all users,
Thank you for your fast response. I really appreciate it.
I tried to do what you suggested me and after doing the cross tabulations I
realized that there are some problems with the interactions. There are
really few observations for some interactions. So, what I did is to generate
other variables and interact them with the # instead of creating the
interactions and the dummy variables by myself.
I have got another problem.
As you might know, the wealth index was generated for the fifth and the
sixth DHS. For the previous DHS, I can find the Wealth Index.dta in the
measure DHS website, but they are not complete. When I merge the WI.dta with
the IndividualRecode.dta I have some missing values. Here attached you can
find the do.file I used for merging the dta files by Tom Pullum from DHS.
I would like to know if you, or you all, can guide me in creating the wealth
index variable for the second, third, and fourth DHS.
It would be great for me if you could do it.
Thank you all.
Best,
Liliana


2013/11/8 Maarten Buis <maartenlbuis@gmail.com>
>
> It is very hard (impossible) for us to answer that question. Basically
> we would need access to the data and the exact .do-file to look at
> what might be the cause of that. The fact that you estimated your
> models step-by-step does not guarantee that you can estimate your
> model. In fact, it will do exactly nothing to help in that sense. It
> does help you pin-down where the problem might be. So if you could
> estimate your model with only the main effects, but the model with
> interactions won't converge, then the problem is with the
> interactions. Try not to estimate all interactions at once, but add
> them one at the time. Now you can try to pin-point which interaction
> is the problem. Now, you can look at lots of cross tabulations, and
> see if you understand why there is a problem with that interaction.
> Once you figured that out, you can make an informed decision on what
> to do next. As you can see, it is impossible for us to do that and
> diagnose the problem remotely.
>
> A log odds ratio of 27 for an indicator (dummy) variable is extremely
> high, 27 for the odds ratio is possible depending on the exact
> circumstances. The reason why you get such numbers critically depends
> on your data and model, so again it is not possible for use to
> diagnose that problem over the internet.
>
> With Stata 11 I would tend to use factor variables for the categorical
> variables and their interactions rather than create the indicator
> variables yourself.
>
> -- Maarten (not Marteen)
>
>
> On Fri, Nov 8, 2013 at 3:32 PM, liliana <liliana.andriano@gmail.com> wrote:
> > Hello,
> >
> > I am a new statalist user. I have registered here because I need some help.
> >
> > I am writing my Master's thesis and as a part of it I am analyzing the data
> > from the Demographic and Health Surveys (DHS).
> > I am investigating the individual- and community-level determinants of child
> > mortality. I have generated the variables and started to run the
> > regressions. As Marteen suggests in many of his posts, I have run started
> > from the null model, then added the individual-level variables, then the
> > community-level variables, and then the interaction terms
> > (individual*community).
> >
> > However, Stata (I hold the version 11.2)  tells me that the convergence is
> > not achieved. I have included the iter(20) and the difficult options in the
> > xtmelogit expression. Why?
> >
> > Moreover, in the last model (with the interactions) the dummy variable which
> > assumes value 1 if the mother of the baby has a higher education has got a
> > log odds ratio equal to 27. Can you imagine why?
> >
> > Also, all the variables in my model are dummies. Are dummies better than
> > categorical variables for these estimations?
> >
> > Many thanks in advance.
> >
> > I look forward to hearing from you soon.
> >
> > Liliana
> >
> >
> >
> >
> > --
> > View this message in context: http://statalist.1588530.n2.nabble.com/Multilevel-modelling-convergence-value-of-the-log-odds-ratio-and-dummy-variable-issues-tp7580450.html
> > Sent from the Statalist mailing list archive at Nabble.com.
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/faqs/resources/statalist-faq/
> > *   http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/