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Thank you George and Chris, I will certainly do. Thank you for your help and advice!

Dear Chris,

When I use MQL2 I get a numerical error. I get 1.#QO(0.000)

It will let me estimate it with PQL1 but using these estimates as initial values for PQL2 does not make the situation better. Still it appears that 0 cases are used.

Thank you very much for your help.

First of all thank you so much for your help.

I have done so and the data is complete, sorted correctly. The only thing that calls my attention and which I do not know if it is significant is that a few variables are created for the estimation: ~P, ~H... and also some cxxx variables.

From those ...

I think it somehow sorted itself out. I think it was just giving the wrong message error. I run your command in another instance of stata and it works perfectly. In the same one I loaded my dataset and I ran it again and now what it says is:

"WARNING: IGLS algorithm failed to converge. Increase the ...

Thank you! But now it says the same about line 168.

Dear all,

I am fitting a three-level multinomial logit where the structure is the following, individuals nested in regions nested in countries.

I am trying to compare the estimates of a null model using a three level structure against a single level model. I have first fitted the three-level ...