As recommended I am running a chi square test to determine if random (and fixed) effects are statistically significant for a multilevel model (the Wald test reported with the normal software are known to be doubtful for a variety of reasons). I am having trouble even when using a few variables in the model (I have about 75 groups and several thousand cases if that matters). It is failing to converge or have a Hessian (matrix I believe) that is not 'positive definitive'.
The link has the macro I am using, its at the end in the appendix. Because it is so long I did not post it directly here. I think the problem with convergence is with the macro not running the standard multilevel model which has not shown this problem.
Any suggestions how to deal with the problems of not converging and a Hessian that is incorrect, if this matters, would be greatly appreciated.
This has the macro.
http://analytics.ncsu.edu/sesug/2009/SC013.Bardenheier.pdf
The link has the macro I am using, its at the end in the appendix. Because it is so long I did not post it directly here. I think the problem with convergence is with the macro not running the standard multilevel model which has not shown this problem.
Any suggestions how to deal with the problems of not converging and a Hessian that is incorrect, if this matters, would be greatly appreciated.
This has the macro.
http://analytics.ncsu.edu/sesug/2009/SC013.Bardenheier.pdf