// 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)