2nd order PQL - no convergence

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KatrijnDelar
Posts: 11
Joined: Mon Aug 17, 2015 1:43 pm

2nd order PQL - no convergence

Post by KatrijnDelar »

Dear all,

I want to conduct a two-level nested model using longitudinal data (level1 = observation, level2=ID).
My dependent variable is a binary outcome.

When I try to fit my nullmodel using 2nd order PQL (based on the starting values of 1st order MQL), my model does not converge.
I am not sure why...

Any help with this would be much appreciated!

Katrijn
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ChrisCharlton
Posts: 1384
Joined: Mon Oct 19, 2009 10:34 am

Re: 2nd order PQL - no convergence

Post by ChrisCharlton »

2nd Order PQL will use the higher-level residuals when fitting the model, so it's probably worth taking a look at them to see if anything looks odd. It would also be worth fitting the model with MCMC to see whether this has any problems.
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yongjookim78
Posts: 45
Joined: Tue Jan 10, 2017 3:36 am

Re: 2nd order PQL - no convergence

Post by yongjookim78 »

Agreed with ChrisCharlton's suggestion of running MCMC. I also encountered similar issue for a four-level random intercept model with binary outcome. MCMC worked well while the 2nd order PQL had an issue of convergence.
Thanks,
YongJoo
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