Al,
From: "FEIVESON, ALAN H. (AL) (JSC-SD) (NASA)" <[email protected]>
To: "'statalist'" <[email protected]>
Subject: st: -heckman- with model reparameterization
Date sent: Fri, 24 Jan 2003 10:41:56 -0600
Send reply to: [email protected]
> Hi - I am attempting to run a heckman selection regression model with three
> indicator variables as the only independent variables. In particular they
> are ipre, iin and ipost, denoting membership in one of three "phases".
>
> First, I run -heckman- with a constant and ipre omitted (because
> ipre+iin+ipost=1 for all observations):
> . heckman y iin ipost,select(iin ipost) nolog
<snip>
I've had problems on occasion with getting -heckman- to finish at the
global maximum. My guess is that you're having a similar problem.
What happens if you don't -nolog- the output?
It was a little while ago but I think the way I dealt with it was to
fiddle with the maximize options of -heckman-. The -difficult- option
might do the trick.
Hope this helps.
--Mark
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
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