mcartest not converging

[Lilian Los]

Hi all,

I am currently working on examining the missing data mechanism of my dataset using the mcartest. However, I am getting a convergence error along with the message that "Iteration 0: variance-covariance matrix (Sigma) is not positive definite". I am still new to STATA, so I am not sure what I am doing wrong. I do have a lot of missing data in my variables (i.e., ranging from 15% up to 85% in some).

Here is the code I used where rage and rasex are my auxiliary variables (to note, I obtained the same error with and without the aux vars):

 mcartest cd* cesd_wthsleep hypert diabet hrt_prblms bp_meds diab_meds heart_meds ///
    ramari diff_walk diff_eqp gn_health pain_meds rate_memory emp_status self_emp ///
    life_satwhl lifesa_ladder sat_composite fall_sleep wake_hour wake_minute ///
    hours_slept sleep_rested trouble_slpwk sleep_snore sleep_gasp sleep_breath ///
    sleep_quality trouble_sleep alcohol_ever smoking_ever smoking_now = rage i.rasex, emoutput nolog

Here is an example dataset:

* Example generated by -dataex-. To install: ssc install dataex
clear
input str8 idno float(cd_dpr hypert bp_meds ramari diff_walk gn_health self_emp life_satwhl sat_composite sleep_rested)
"SA-615"  0 1 . 0 0 0 . 10 20 0
"SA-2913" 0 0 . 3 0 2 .  6 14 1
"SA-3196" 0 0 . 3 0 0 . 10 20 2
"SA-2332" 0 1 . 1 0 1 .  4  5 2
"SA-1249" 0 0 . 1 0 2 . 10 20 2
"SA-47"   0 1 1 1 0 0 . 10 19 2
"SA-645"  0 1 1 1 0 1 .  6 12 0
"SA-682"  0 0 . 0 0 0 .  8 16 2
"SA-1388" 0 0 . 1 0 0 . 10 19 2
"SA-984"  0 0 . 2 0 1 .  6 11 2
"SA-3900" 0 1 0 3 0 1 . 10 20 1
"SA-575"  0 0 . 3 0 1 .  6 12 0
"SA-1353" 0 0 . 2 0 1 .  6 12 2
"SA-1265" 0 1 1 1 0 1 . 10 19 1
"SA-5023" 0 0 . 2 0 1 .  8 15 2
"SA-1626" 0 0 . 1 0 0 .  8 15 2
"SA-2769" 0 1 1 1 0 1 .  4  9 2
"SA-2616" 0 1 1 3 0 2 .  8 15 2
"SA-1568" 0 0 . 1 0 1 .  6  9 0
"SA-272"  1 0 . 3 1 3 .  4 11 0
"SA-5038" 0 0 . 2 0 1 .  8 14 2
"SA-3579" 0 0 . 1 0 1 .  4  7 0
"SA-5000" 0 1 1 3 1 3 .  .  . 1
"SA-3568" 0 1 1 1 0 3 .  6 11 2
"SA-4570" 0 1 . 1 0 1 .  8 15 0
"SA-72"   0 1 . 1 0 0 . 10 20 2
"SA-991"  . 0 . 3 1 1 .  .  . 2
"SA-4935" 0 1 1 1 0 0 . 10 18 2
"SA-563"  0 0 . 0 0 0 . 10 20 2
"SA-2666" 0 1 1 1 0 3 .  8 15 2
"SA-993"  0 1 . 1 0 1 .  8 16 2
"SA-4879" . 1 . 3 1 3 .  .  . 1
"SA-1786" 0 0 . 1 0 1 .  8 16 2
"SA-995"  0 1 . 2 0 1 . 10 20 2
"SA-931"  0 1 1 1 0 1 .  4  8 2
"SA-3673" 0 0 . 1 1 3 .  6 13 0
"SA-1478" 0 0 . 3 0 3 .  6 13 2
"SA-3663" 0 0 . 1 0 1 .  4  7 2
"SA-4315" 0 1 . 3 0 1 .  6 14 1
"SA-4937" 0 1 1 3 0 0 .  6 12 2
"SA-3337" 0 0 . 1 0 1 .  8 16 0
"SA-3760" 0 0 . 1 0 0 .  6 13 2
"SA-998"  0 0 . 1 0 1 .  8 15 2
"SA-2935" 0 0 . 1 0 0 .  6 12 0
"SA-350"  0 1 . 2 0 1 . 10 18 2
"SA-2153" 0 1 1 3 0 2 .  .  . 1
"SA-4105" 0 1 1 1 1 3 .  2  3 2
"SA-2258" 0 0 . 3 0 1 .  6 11 2
"SA-1934" 0 1 1 3 0 2 .  6 11 2
"SA-2652" 0 1 . 1 0 0 . 10 20 2
"SA-4031" 0 0 . 1 0 2 .  6 12 2
"SA-5025" 0 0 . 3 0 1 .  6 11 0
"SA-1471" 0 0 . 1 0 0 . 10 19 1
"SA-2148" 0 1 1 1 0 1 .  8 15 2
"SA-3863" 0 1 1 3 0 1 .  6  9 2
"SA-4730" 0 1 0 2 0 1 .  6 12 1
"SA-2142" 1 1 . 3 0 0 . 10 19 2
"SA-2570" 0 1 . 1 0 0 .  8 15 2
"SA-120"  0 1 1 3 0 1 . 10 20 2
"SA-1006" 0 1 . 1 0 0 . 10 20 2
"SA-607"  0 1 . 1 0 1 .  8 15 2
"SA-1499" 1 1 . 3 0 2 .  8 16 2
"SA-4901" 0 1 1 1 0 1 . 10 19 1
"SA-4438" 0 1 1 1 0 0 . 10 20 2
"SA-3595" 0 0 . 1 0 0 .  6 16 2
"SA-4904" 0 0 . 1 0 0 .  8 13 2
"SA-3178" 0 1 . 1 0 0 .  8 18 2
"SA-2296" . 1 0 1 1 2 .  .  . 2
"SA-1253" 0 1 1 3 0 2 .  6 16 1
"SA-4213" 0 1 1 2 0 1 .  4  8 0
"SA-4784" 1 1 . 3 0 3 .  4  7 1
"SA-1048" 0 1 . 2 0 1 .  6  7 2
"SA-2919" 0 1 1 1 0 0 .  8 14 0
"SA-5041" 0 1 0 3 0 1 . 10 20 2
"SA-2455" 0 . . 0 0 1 .  8 14 2
"SA-4334" 0 0 . 1 0 0 . 10 20 2
"SA-1014" 0 0 . 2 0 1 .  4  9 2
"SA-4487" 0 1 . 3 0 1 .  6 11 1
"SA-3738" 0 0 . 1 0 2 .  4  8 2
"SA-2801" . 1 . 1 0 3 .  .  . 2
"SA-1881" 0 0 . 3 0 3 .  6 11 1
"SA-4684" 1 0 . 1 0 0 . 10 20 2
"SA-4314" 0 0 . 1 0 1 .  8 16 2
"SA-957"  0 0 . 2 0 1 .  6 10 0
"SA-3490" 0 1 1 3 0 2 .  6 14 2
"SA-477"  0 1 . 1 0 1 .  4  8 2
"SA-3380" 0 0 . 1 0 3 .  2  3 2
"SA-619"  0 0 . 1 0 2 .  6 12 2
"SA-3170" 0 1 . 1 0 2 .  6 13 2
"SA-2954" 0 1 1 1 0 1 .  8 15 1
"SA-4713" 1 0 . 3 0 3 .  2  7 1
"SA-3169" 0 0 . 2 0 3 .  6 16 2
"SA-4903" 0 0 . 3 0 1 . 10 19 2
"SA-4717" 0 0 . 1 0 3 .  4  7 0
"SA-3836" 0 0 . 1 0 2 .  8 15 2
"SA-3021" 0 1 . 3 1 2 .  8 16 2
"SA-992"  1 1 . 3 1 3 .  6 12 0
"SA-2803" 0 0 . 2 0 1 .  8 16 0
"SA-4668" 0 1 . 1 0 1 .  2  6 0
"SA-1665" 0 1 1 3 0 2 .  8 16 2
end
label values cd_dpr yesno_group
label values hypert yesno_group
label values bp_meds yesno_group
label values diff_walk yesno_group
label def yesno_group 0 "No", modify
label def yesno_group 1 "Yes", modify
label values ramari marital_group
label def marital_group 0 "Never Married", modify
label def marital_group 1 "Currently married or living with partner", modify
label def marital_group 2 "Separated/Deserted/ Divorced/ Annulled", modify
label def marital_group 3 "WIDOWED", modify
label values gn_health ratehealth_group
label def ratehealth_group 0 "Very GOOD/EXCELLENT", modify
label def ratehealth_group 1 "GOOD", modify
label def ratehealth_group 2 "MODERATE/FAIR", modify
label def ratehealth_group 3 "BAD", modify
label values self_emp semp_group
label values life_satwhl satwhl_group
label def satwhl_group 2 "NOT AT ALL SATISFIED", modify
label def satwhl_group 4 "NOT VERY SATISFIED", modify
label def satwhl_group 6 "SOMEWHAT SATISFIED", modify
label def satwhl_group 8 "VERY SATISFIED", modify
label def satwhl_group 10 "COMPLETELY SATISFIED", modify
label values sleep_rested lkr1_group
label def lkr1_group 0 "RARELY OR NEVER", modify
label def lkr1_group 1 "SOMETIMES", modify
label def lkr1_group 2 "MOST OF THE TIME", modify

Here is the error I am receiving

Iteration 0: variance-covariance matrix (Sigma) is not positive definite
EM did not converge
r(498);