Aug 24, 2015

Obtaining estimates from non-converging models


// Create model that doesn't converge
use http://www.stata-press.com/data/r10/pig.dta, clear
gen week2 = week * week
gen week3 = week * week * week
gen week4 = week * week * week * week

mixed weight week week2 week3 week4 || id: week week2 week3 week4, var cov(uns)
 // Gives up after 389 iterations

  // Stop one interation before to get last estimates
mixed weight week week2 week3 week4 || id: week week2 week3 week4, var cov(uns) iterate(388)