Guillaume Frechette replied to Aparna Mathur:
> 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.
Thanks for this. I'd had problems myself when fitting -xtprobit- models a
few months ago and wasn't aware of a solution. Perhaps now I can start to
understand at a practical level what quadrature points are!
CLIVE NICHOLAS |t: 0(044)191 222 5969
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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