I am not sure if this is the right place to ask this question. I am putting it here as I am using IPUMS data. There might be something about the data structure which I don’t understand and might be creating the issue. Several similar studies have been done in the past using DHS data but no one faced similar issues.
I have pooled 3-4 waves each from 25 countries making the total samples as 95. No PSU information is missing.
About the model
My dependent variable is neghaz (negative of height for age (cm/months)) which is continuous in nature. My regression specification includes several control variables including square terms and interaction terms. The specification also includes variables that have been calculated at PSU/cluster level (Mean Employment Rate in the Cluster, etc) and also variables at country level (GDP, Average Life Expectancy etc.).
I am trying to evaluate the following 3 level hierarchical model (respondents <- clusters <- surveys)
mixed neghaz $controlset [pw=perweight] || idhspsu: || sample:
The model failed to converge. After that I tried a null model. The null model also failed to converge. I am not able to understand why null model fails to converge when there are 95 surveys and every survey has 300 clusters at least.
I also tried the null model after converting neghaz in to a dichotomous variable (xtmelogit) stunted which takes the value 1 if the child is stunted (chronic malnutrition). The converge failed again
Afterwards, I tried running 2 level models with PSUs and Surveys independently. The models worked with the full control set. However, the standard errors were different in the two models.
ICC for model with PSU – 0.98; ICC for model with survey – 0.02
Can somebody help me to understand why is convergence failing and how to fix it?
Can I safely neglect the survey random effects in this case?
Is there any other way of combining the survey effects (Random /Fixed) along with the PSU random effects?
I also tried models with only survey fixed effects (i.survey with normal ols) However, the standard errors were different. What model shall I finally use in such a case?
Sorry for the long post.