logistic variance covariance matrix

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ali482002
Posts: 39
Joined: Fri Jan 30, 2015 7:14 am

logistic variance covariance matrix

Post by ali482002 »

Hi all ,
I have a two-level model with multiple imputed data. After fitting IGLS model when i want to fit it using MCMC, i got the following error. I also tried to change the vectors size but i still get the error messege. My syntax are as below. Why this happen? Any help please.

quietly mi est, cmdok: runmlwin Response cons V1 V2 V3, level2 (District: cons) level1(id:) discrete(dist (binomial) link(logit) denom (cons)) mlwinsettings(optimat) nopause

matrix b = e(b_mi)
matrix v = e(v_mi)

mi est, cmdok: runmlwin Response cons V1 V2 V3, level2 (District: cons) level1(id:) discrete(dist (binomial) link(logit) denom (cons)) mcmc(on) initsb(b) initsv(v) mlwinsettings(optimat) nopause
r(198);
The matrix of initial variance values in initsv() is of a different length to that expected by -runmlwin-.
ChrisCharlton
Posts: 1252
Joined: Mon Oct 19, 2009 10:34 am

Re: logistic variance covariance matrix

Post by ChrisCharlton »

This may be to do with capitalisation as I believe that the covariance matrix for the imputed models is stored in e(V_mi) rather than e(v_mi). You can confirm this by checking whether it contains any values with the following command:

Code: Select all

matrix list v
ali482002
Posts: 39
Joined: Fri Jan 30, 2015 7:14 am

Re: logistic variance covariance matrix

Post by ali482002 »

Thanks. I revised the command and it worked OK, but after that, my model didn't converge and i got following error message:
model did not converge on m=1
Last edited by ali482002 on Wed Jan 13, 2016 1:52 pm, edited 1 time in total.
ChrisCharlton
Posts: 1252
Joined: Mon Oct 19, 2009 10:34 am

Re: logistic variance covariance matrix

Post by ChrisCharlton »

As MCMC does not converge to a single estimate we do not set the e(converged) output to one after running the model, which is probably what is causing the message you are seeing. For a workaround see the last post in the following thread: https://www.cmm.bristol.ac.uk/forum/viewtopic.php?t=868.
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