I am trying to run a random-effects model with full information maximum likelihood. I used the xtdpdml command suggested by Moral-Benito, Allison, & Williams (2016). Please see the command below.
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xtdpdml infractions, inv(mile age oyas length race) pre(contact pwas therapy) ylag(0) fiml re
The time-invariant variables were added as suggested by the Hausman test (failed to reject the null hypothesis)
Contact (family contact), pwas (parental warmth and acceptance scale), and therapy (family therapy) are my main IVs. I added these are predetermined variables suggesting that they are sequentially or weakly exogenous variables
Ylag(0) was added since there are only two time points
re was added to indicate that I want a random-effects model
FIML was added to handle missing data
I have two questions.
1. How can I check if my IVs are strictly exogenous or weakly exogenous? This will determine how these variables will be entered in the command.
2. I ran this command and got output but also an error that reads: "Warning, convergence not achieved" (please see attached)
Thank you in advance for your help.
Roxy
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