Error when fitting a multinomial logit regression with panel data

Welcome to the forum for MLwiN users. Feel free to post your question about MLwiN software here. The Centre for Multilevel Modelling take no responsibility for the accuracy of these posts, we are unable to monitor them closely. Do go ahead and post your question and thank you in advance if you find the time to post any answers!

Remember to check out our extensive software FAQs which may answer your question: http://www.bristol.ac.uk/cmm/software/s ... port-faqs/
FerhatTura
Posts: 12
Joined: Thu Oct 15, 2020 2:17 pm

Error when fitting a multinomial logit regression with panel data

Post by FerhatTura »

Hi,
Apologies for posting this twice as I am not sure whether my previous post that I submitted under the 'Level identifiers' subject could be seen by others. So, I have a similar problem with the one posted under 'Level identifiers' subject but could not find a solution yet. If you could help me I would appreciate it.
I have a longitudinal data set (4 years repeated measures in long format) with a dependent variable (4 categories) and level 1=years (e.g. year=1,2,3,4) and level 2=individuals (e.g. id=1,1,1,1) (NOTE: not all individuals answered the questionnaires in all years). When I try to run multilevel multinomial logistic regression I get the attached error. As suggested previously, I followed the same model structure as in chapter 13 of the MLwiN User's Guide and then tried to switch the model to multinomial, but MLwiN did not let me to do so and forced me to clear the model and specify the multinomial logistic regression model from scratch. How I can sort this problem out please? Many thanks in advance.
Attachments
Screenshot (2).png
Screenshot (2).png (32.71 KiB) Viewed 5829 times
ChrisCharlton
Posts: 1282
Joined: Mon Oct 19, 2009 10:34 am

Re: Error when fitting a multinomial logit regression with panel data

Post by ChrisCharlton »

For multinomial models the base level needs to be an identifier indicating the unit number (e.g. 1..N). If you don't have such a column in your data this can be created using the GENE command or Generate Vector window. This will then be expanded when converting the response to multinomial.
FerhatTura
Posts: 12
Joined: Thu Oct 15, 2020 2:17 pm

Re: Error when fitting a multinomial logit regression with panel data

Post by FerhatTura »

Thank you very much for your quick reply Chris. It works now but I am a bit confused re the number of my levels. Does this mean I will have three levels: the identifier indicating the unit number (e.g. 1..N), years and individuals?
billb
Posts: 146
Joined: Fri May 21, 2010 1:21 pm

Re: Error when fitting a multinomial logit regression with panel data

Post by billb »

Hi,
So no the data is 2-levels it is just that for fitting both multivariate response models and multinomial models MLwiN expands out the data to create a dummy level of categories/responses below level 1. The reason you are getting an error message is that when you use year within individual MLwiN doesn't like the fact that for some individuals say where they only have a single year then this year variable may go say 1,2,3,4,1,1,2,3,4 with the second individual just having year 1. Now when MLwiN creates the expanded data with the dummy level for categories it gets confused by the repeated 1's here. The solution is to simply generate a vector from 1 to the size of the dataset and use that as level 1 rather than year.
Hope that helps,
Bill.
FerhatTura
Posts: 12
Joined: Thu Oct 15, 2020 2:17 pm

Re: Error when fitting a multinomial logit regression with panel data

Post by FerhatTura »

Thank you very much. Really appreciated.
FerhatTura
Posts: 12
Joined: Thu Oct 15, 2020 2:17 pm

Re: Error when fitting a multinomial logit regression with panel data

Post by FerhatTura »

Hi,

I am having another problem with my multilevel multinomial model, which is similar to the one posted here: https://www.cmm.bris.ac.uk/forum/viewtopic.php?t=1260 (Multinomial multilevel: numeric warning by rozemarijndreuddr Fri Dec 11, 2015 4:53 pm)

Basically, when I run my model using 1st order MQL it is fine, but when I want to switch to 2nd order PQL (as it is suggested to use 2nd order PQL or MCMC estimation in the MLwiN manual) I get this error: "IGLS/RIGLS NUMERIC WARNING. SSP matrix for fixed part has gone negative definite - a reconstruction to the nearest non-negative form has been used. Numeric warnings can be suppressed by setting an option on the Estimation Control, IGLS/RIGLS panel."

I followed what rozemarijndreuddr did but no result. I also could not run the model using MCMC. When I check my hierarchy viewer, it seems ok and could not figure out what the problem is.

Please note that my dependent variable is the number of crime types experienced (i.e. zero, one, two and three or more). Level two is individuals (id_long in the attached screenshot) and level 1 is years (baselevel_long in the attached screenshot; 4 years but some answered questionnaires only for 2 years).

Would you please advise me re what might be causing the error? Many thanks in advance.

Best wishes

Ferhat
Attachments
Screenshot.png
Screenshot.png (52.32 KiB) Viewed 5769 times
ChrisCharlton
Posts: 1282
Joined: Mon Oct 19, 2009 10:34 am

Re: Error when fitting a multinomial logit regression with panel data

Post by ChrisCharlton »

Would it be possible for you to provide further details regarding the errors that you get when you attempt to run this via MCMC?
FerhatTura
Posts: 12
Joined: Thu Oct 15, 2020 2:17 pm

Re: Error when fitting a multinomial logit regression with panel data

Post by FerhatTura »

Hi Chris,

Thanks for your reply. Please see the attached screenshot.
Attachments
Screenshot (2).png
Screenshot (2).png (7.04 KiB) Viewed 5742 times
ChrisCharlton
Posts: 1282
Joined: Mon Oct 19, 2009 10:34 am

Re: Error when fitting a multinomial logit regression with panel data

Post by ChrisCharlton »

Thanks for this. It looks like MLwiN has been confused by the language settings on your machine (notice the 5,8 rather than 5.8). If you temporarily change the decimal separator to a . it may start working.
FerhatTura
Posts: 12
Joined: Thu Oct 15, 2020 2:17 pm

Re: Error when fitting a multinomial logit regression with panel data

Post by FerhatTura »

Hi Chris,

Thanks for your prompt reply. I changed the language settings so the decimal separator to a . but I got the same error with a .
I also run the model using the 2nd order PQL and got the result that you can see in the second screenshot attached (I also used another computer that I have not changed the language settings from English at all, but got the same results). Any further thoughts please?
Attachments
Screenshot (2).png
Screenshot (2).png (45.6 KiB) Viewed 5735 times
Screenshot (1).png
Screenshot (1).png (6.07 KiB) Viewed 5735 times
Post Reply