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2nd order PQL - no convergence

Posted: Thu Nov 03, 2016 3:09 pm
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

Re: 2nd order PQL - no convergence

Posted: Thu Nov 03, 2016 3:22 pm
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.

Re: 2nd order PQL - no convergence

Posted: Tue Jan 10, 2017 3:56 am
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