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A little push...

[edit: Fixed the title. Cleaned up the Stata code.]

Hello,

I've been playing around with simulated 2-level count data. MQL1 estimates of the intercept and variance component were quite different from the true parameter values (xtmepoisson estimates were much better), so I suspected that was due ...

Hi George

Thank you very much. This is exactly what I was looking for. I'll check whether the results are similar to those based on MCMC but I cannot see why they wouldn't be. Thanks!

I assume with analytical formula you refer to Fieller's theorem? I am actually going to look into multivariate ...

Hello

I'm looking for ways to test a joint hypothesis about (or create a confidence ellipse around) the cluster-specific estimates of two random effects. I'm estimating a bivariate 2-lvl model and the error terms at each level are assumed to be drawn from a bivariate normal distribution with ...

Hi Bill,

thank you for your very helpful response. Yes, I think I got tricked by the feedback that I received from runmlwin, saying that hierarchical centering is not an option here. I'll try centering at level 3 and will report back.

Thanks again
Nils

Hello

I'm struggling to estimate a multivariate (4 outcomes) multilevel (2 levels) model on approx 100,000 observations using MCMC. Correlation between outcomes is allowed through a MVN error distribution at first and second level. The ESS on the constant terms in each of the four models is very ...

Thanks Chris! Nothing to worry then - mixing is an issue but that's a problem of the model specification, not one that is due to MLwiN.

Hello,

as always, I'm not quite sure whether this is a runmlwin or MLwiN problem.

I'm estimating a complex (i.e. multivariate 2-lvl) model on a large sample (~100k obs) using MCMC via the runmlwin add-on. MLwiN 2.29 is run in batch mode using mlnscript.exe (64-bit). Estimation works, but ...

Hello Chris,
thanks for your reply.

Well spotted! I hadn't noticed this behaviour before because I had only played around with values larger than 0.125. I now checked and it seems that the problem seems to be with the variance of the covariance term (V[4,4]). If this is chosen to be very small, the ...

Hello

(- sorry, not sure in which forum this fits best -)

I'm trying to estimate a multilevel mixed response model in MLwiN using MCMC and own starting values (all run through runmlwin). Unfortunately, MLwiN crashes every time. I use the example from the runmlwin help file to illustrate my problem ...