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Re: st: mi estimate and GLLAMM


From   Richard Goldstein <[email protected]>
To   [email protected]
Subject   Re: st: mi estimate and GLLAMM
Date   Thu, 03 Apr 2014 11:17:46 -0400

it means exactly what it says: for the fourth set of imputed values your
model failed to converge; you might want to try running the model on
only the fourth set and trying to track down the problem that way

Rich

On 4/3/14, 11:03 AM, Pesola, Francesca wrote:
> Hi Thanks for your reply. I am using Stata 11. 
> 
> I have added the cmdok option - below - :
> 
> xi: mi estimate, cmdok: gllamm topic3g_w i.wave, i(ID) base(1) link(mlogit) family(binomial)
> 
> However, Stata stops as I get an error message saying: 
> 
> convergence not achieved
> model did not converge on m=4
> r(498);
> end of do-file
> r(498);
> 
> Any suggestion on why this might be and what to do?
> 
> Cheers,
> F
> 
> -----Original Message-----
> From: [email protected] [mailto:[email protected]] On Behalf Of Stas Kolenikov
> Sent: 03 April 2014 15:14
> To: [email protected]
> Subject: Re: st: mi estimate and GLLAMM
> 
> What version of Stata are you using? -mi estimate- has -cmdok- option that you need to specify to proceed with user-written commands. With some luck, -variance- option may give you the variances of the random effects, as by default -mi- would report the results in whatever metric -gllamm- uses to parameterize the random effects (Cholesky decomposition, if I recall correctly).
> 
> -- Stas Kolenikov, PhD, PStat (ASA, SSC)
> -- Principal Survey Scientist, Abt SRBI
> -- Opinions stated in this email are mine only, and do not reflect the position of my employer
> -- http://stas.kolenikov.name
> 
> 
> 
> On Thu, Apr 3, 2014 at 5:30 AM, Pesola, Francesca <[email protected]> wrote:
>> I have imputed my data using multiple imputation and I would now like to analyse the data using GLLAMM; however, Stata produces an error message which says GLLAMM is not supported by mi estimate.
>>
>> I know mi estimate supports the xt-family commands for clustered data but  there does not seem to be an xt command for multinomial logistic regression, which is what I need.
>>
>> Any suggestion would be very much appreciated!
>>
>> Thanks,
>> Francesca
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