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Hi,
I noticed that in the documentation for the covariance option there is a reference to independent (where it should be diagonal), likely here:
Line 110 in 9f85615
| {synopt :{opt ind:ependent}}one variance parameter per random effect, |
As expected, this fails:
. use http://fmwww.bc.edu/repec/bocode/s/stmixed_example1, clear
. stset stime, f(event=1)
Survival-time data settings
Failure event: event==1
Observed time interval: (0, stime]
Exit on or before: failure
--------------------------------------------------------------------------
6,000 total observations
0 exclusions
--------------------------------------------------------------------------
6,000 observations remaining, representing
3,427 failures in single-record/single-failure data
3,550.738 total analysis time at risk and under observation
At risk from t = 0
Earliest observed entry t = 0
Last observed exit t = 1.985816
. stmixed x1 x2 || centre: , dist(weibull) covariance(independent)
Random effect M1: Intercept at level centre
option independent not allowed
r(198);Hope this helps, it should be a quick fix!
Alessandro
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