Hi Julia,
Given the difficulties that you are currently encountering, I would suggest that you do not use the nopause option. This way you will be given a chance to check whether the model has converged and gives sensible results in MLwiN before attempting to import the results back to Stata. If MLwiN gives error messages, fails to converge or gives meaningless results then you should not click the Resume Macro button in MLwiN. You should click the Abort Macro button to return control to Stata without attempting to pass back the meaningless results to Stata.
An important likely source of difficulties arises because you do not building the model up sequentially, rather you try to fit the final model directly. Because your models is computationally challenging to fit, it is recommended to fit a series of increasingly complex models where you use the parameter estimates of the previous model as starting values for the next. In terms of your model I would suggest first fitting the single-level version of your model, second bring in the country effects, third bring in the year effects. To do this you need to make use of the initsprevious command. I have done this below for two different random samples of your data
(1) Applying a 5% sample of individuals (level 1 units)
(2) Applying a 10% sample of countries (level 3 units)
The code to replicate my results is as follows. Hopefully this will also run smoothly on your machine. Let me know how you get on. If everything works fine then start to increase the random sample and see how far you get.
Code: Select all
global MLwiN_path "D:\Program Files (x86)\MLwiN v2.24\mlwin.exe"
****************************************************************************
* 5% SAMPLE OF INDIVIDUALS
****************************************************************************
use "Q:\C-modelling\runmlwin\GEM 2001-2006 reduced version.dta", clear
recast float obsno
set seed 12345
gsample 5, strata(country year) wor percent
sort country year obsno
tablist country year, sort(v) sepby(country)
runmlwin SUYR5JOBml2 cons age age_sq male ///
gemwork educ_secpost educ_post busang_dum omestb_dum knowent_dum fearfail_dum ///
l3r_hfgov l3_exconst l3_finfree l3_corrfree l_dgdp ///
iq2 iq3 iq4 iq5, ///
level3(country:) ///
level2(year:) ///
level1(obsno) ///
discrete(distribution(multinomial) link(mlogit) denom(cons) base(1)) nopause
runmlwin SUYR5JOBml2 cons age age_sq male ///
gemwork educ_secpost educ_post busang_dum omestb_dum knowent_dum fearfail_dum ///
l3r_hfgov l3_exconst l3_finfree l3_corrfree l_dgdp ///
iq2 iq3 iq4 iq5, ///
level3(country: cons) ///
level2(year:) ///
level1(obsno) ///
discrete(distribution(multinomial) link(mlogit) denom(cons) base(1)) initsprevious nopause
runmlwin SUYR5JOBml2 cons age age_sq male ///
gemwork educ_secpost educ_post busang_dum omestb_dum knowent_dum fearfail_dum ///
l3r_hfgov l3_exconst l3_finfree l3_corrfree l_dgdp ///
iq2 iq3 iq4 iq5, ///
level3(country: cons) ///
level2(year: cons) ///
level1(obsno) ///
discrete(distribution(multinomial) link(mlogit) denom(cons) base(1)) initsprevious nopause
****************************************************************************
* 10% SAMPLE OF COUNTRIES
****************************************************************************
use "Q:\C-modelling\runmlwin\GEM 2001-2006 reduced version.dta", clear
recast float obsno
set seed 12345
gsample 10, strata(country) wor percent
sort country year obsno
tablist country year, sort(v) sepby(country)
runmlwin SUYR5JOBml2 cons age age_sq male ///
gemwork educ_secpost educ_post busang_dum omestb_dum knowent_dum fearfail_dum ///
l3r_hfgov l3_exconst l3_finfree l3_corrfree l_dgdp ///
iq2 iq3 iq4 iq5, ///
level3(country:) ///
level2(year:) ///
level1(obsno) ///
discrete(distribution(multinomial) link(mlogit) denom(cons) base(1)) nopause
runmlwin SUYR5JOBml2 cons age age_sq male ///
gemwork educ_secpost educ_post busang_dum omestb_dum knowent_dum fearfail_dum ///
l3r_hfgov l3_exconst l3_finfree l3_corrfree l_dgdp ///
iq2 iq3 iq4 iq5, ///
level3(country: cons) ///
level2(year:) ///
level1(obsno) ///
discrete(distribution(multinomial) link(mlogit) denom(cons) base(1)) initsprevious nopause
runmlwin SUYR5JOBml2 cons age age_sq male ///
gemwork educ_secpost educ_post busang_dum omestb_dum knowent_dum fearfail_dum ///
l3r_hfgov l3_exconst l3_finfree l3_corrfree l_dgdp ///
iq2 iq3 iq4 iq5, ///
level3(country: cons) ///
level2(year: cons) ///
level1(obsno) ///
discrete(distribution(multinomial) link(mlogit) denom(cons) base(1)) initsprevious nopause
****************************************************************************
exit
Best wishes
George