RE: st: Stata RE Probit

["Guillaume Frechette" <gurst1@hotmail.com>]

This is usually a convergence problem. You can try changing the number of 
quadrature points or install superxt 
(http://www.people.hbs.edu/gfrechette/html/sg158.htm) which does that 
automatically as well as trying different starting values for rho.

g



> From: "Aparna Mathur" <mathur@econ.bsos.umd.edu>
> Reply-To: statalist@hsphsun2.harvard.edu
> To: <statalist@hsphsun2.harvard.edu>
> Subject: st: Stata RE Probit
> Date: Thu, 27 May 2004 10:15:00 -0400
>
> Hi,
> I'm trying to run random effects probit in stata (with a lagged
> dependent variable), and it gives me no std.errors or confidence
> intervals for rho,sigma u and lnsig2u.My question is, I'm trying to
> compare estimates of this model with another RE probit model with
> similar missing values,and doing a test of the difference in the two
> coefficient estimates.Would that test give me the right answer?Secondly,
> how do I interpret these missing values?
> Thanks,
> Aparna
>
> Aparna Mathur
> Ph.D Candidate
> Department of Economics
> 3115M Tydings Hall
> University of Maryland,College Park
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