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  • Menbreg convergence issues

    Hi,

    I have a dataset which i'm trying to do some multi-level modelling with. Variable mmw is a count of health problems had by individuals idauniq over time variable year.

    Code:
     xtsum mmw
    
    Variable         |      Mean   Std. dev.       Min        Max |    Observations
    -----------------+--------------------------------------------+----------------
    mmw      overall |  2.561441   2.000645          0         15 |     N =   21712
             between |              1.79385          0     12.875 |     n =    2714
             within  |              .886408  -2.688559   9.061441 |     T =       8
    Even running a basic unconditional means model creates convergence issues.

    Code:
    menbreg mmw || idauniq:, irr 
    
    Fitting fixed-effects model:
    
    Iteration 0:   log likelihood = -46055.077  
    Iteration 1:   log likelihood = -43618.123  
    Iteration 2:   log likelihood = -43352.396  
    Iteration 3:   log likelihood = -43345.491  
    Iteration 4:   log likelihood = -43345.488  
    
    Refining starting values:
    
    Grid node 0:   log likelihood = -38698.321
    
    Fitting full model:
    
    Iteration 0:   log likelihood = -38698.321  
    Iteration 1:   log likelihood = -37772.338  
    Iteration 2:   log likelihood = -35674.004  
    ......
    
    Iteration 298: log likelihood = -35554.677  (not concave)
    Iteration 299: log likelihood = -35554.677  (not concave)
    Iteration 300: log likelihood = -35554.677  (not concave)
    convergence not achieved
    
    Mixed-effects nbinomial regression              Number of obs     =     21,712
    Overdispersion: mean
    Group variable: idauniq                         Number of groups  =      2,714
    
                                                    Obs per group:
                                                                  min =          8
                                                                  avg =        8.0
                                                                  max =          8
    
    Integration method: mvaghermite                 Integration pts.  =          7
    
                                                    Wald chi2(0)      =          .
    Log likelihood = -35554.677                     Prob > chi2       =          .
    ------------------------------------------------------------------------------
             mmw |  Inc. rate   Std. err.      z    P>|z|     [95% conf. interval]
    -------------+----------------------------------------------------------------
           _cons |   1.960179   .0323571    40.77   0.000     1.897775    2.024635
    -------------+----------------------------------------------------------------
        /lnalpha |  -19.38743          .                             .           .
    -------------+----------------------------------------------------------------
    idauniq      |
       var(_cons)|    .645755   .0226058                      .6029343    .6916169
    ------------------------------------------------------------------------------
    Note: Estimates are transformed only in the first equation to incidence rate.
    convergence not achieved
    r(430);
    when introducing year as a predictor and to the random part of the model convergence is still an issue. I have scoured statalist and generally the internet and tried the following:
    1. rescaling mmw
    2. using xtnbreg and mepoisson
    3. using option difficult and changing the technique/algorithm used
    Would anyone be able to advise?

    Thanks for your help,
    Robyn

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