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Manually setting the starting values is covered in chapter 5 of the MCMC manual (see http://www.bris.ac.uk/cmm/software/mlwi ... ection.5.5).

If you're getting all zeros for the level 2 covariance matrix then it's worth checking the hierarchy viewer to make sure that it matches what you expect. If not then your data may not be sorted by the model hierarchy. Assuming that it does look as expected you can choose alternative starting values ...

That's a bit of a mystery then. I would suggest that you update to the most recent version of MLwiN ( http://www.bris.ac.uk/cmm/software/mlwin/download/upgrades.html ) in case this was caused by something that has been fixed since version 2.21. If the error message is highlighting the correct ...

Have you checked whether the version of MLwiN is the same on both machines? If it isn't then what are the version numbers of the one that works and the one that doesn't?

Without seeing your model/data I can't give a definite reason for this error message. What linearisation method are you using? You will sometimes see messages like this when it is having trouble fitting using second order PQL. If this is the case you can sometimes get the model to converge by first ...

Realcom only understands numeric variables, so you will need to generate the categorical dummies before importing the data.

If you still find the problem after running again and can replicate it on simulated data then we could look at that instead.

If you can sent a copy of your data and information on the model specification to H.Goldstein@bristol.ac.uk then we can investigate what is causing the issue.

Can you confirm whether you added any factors to the model before running it, as I am able to replicate the message that you saw if I have no factors, but as soon as I add one the model is estimated without errors?

Have you checked the residual output columns? It's possible that this error is due to a calculation problem with only one of the residual types and that the one that you are interested in was calculated correctly.

To check wither it's the missing values in the data set that are causing the problem ...