Hello,
I was trying to run a xttobit programm in Stata (using Stata 9) but it
doesn't worked, in fact, it runs many hours and didn't converge to
anything. So, now I'm trying to run the same programm (xttobit) but
defining the initial values for the coefficients. To do this, I used
the guide that David Drucker did
(http://www.stata.com/statalist/archive/2003-05/msg00650.html). My
problem is that when I run the programm Stata tells me that the
initial values are not feasible when runs the xttobit. Please, if
someone knows what's happening or how to solve the problem in other
way I'd appreciated very much.
What I did:
First: I've estimated my model by OLS
reg inversion98 tau region1-region12 EMBI industria1-industria8 DumIE
desemp_r tam_emp1 tam_emp2
Second: Generate the matrix of initial values
matrix b0=e(b), ln(e(rmse)^2),.1
matrix list b0
Third: Run the random effects Tobit, using the "new" initial coefficients.
xttobit inversion98 tau region1-region12 EMBI industria1-industria8
DumIE desemp_r tam_emp1 tam_emp2, ll(0) from(b0, copy)
Well, thank you very much for your time.
Leonor
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