The variables n5a and Le8c look suspicious, are these measured on a very
small scale, i.e. are the values on these variables much larger than the
other variables? If that is the case, then you might be able to make it
easier for Stata by using a larger scale, for example by dividing these
variables by a milion.
-- Maarten
-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
--- On Thu, 30/4/09, [email protected] <[email protected]> wrote:
> From: [email protected] <[email protected]>
> Subject: st: Heteroskedastic probit
> To: [email protected]
> Date: Thursday, 30 April, 2009, 3:19 PM
> Dear Statalist,
> I run this model:
> hetprob newprod normscapab n5a e6 d12b Le8c if a4b==5,
> het(normscapab)
> and obtained this result: convergence not achieved.
> Is tis anyway to rescue the model?
> Best,
> Alejandra Molina
>
> Heteroskedastic probit model Number of
> obs =
> 165
> Zero
> outcomes =
> 56
> Nonzero
> outcomes =
> 109
>
> Wald
> chi2(5) =
> 10.61
> Log likelihood = -97.15464 Prob >
> chi2 =
> 0.0596
>
> ------------------------------------------------------------------------------
> | Coef. Std. Err. z P>|z|
> [95% Conf.
> Interval]
> -------------+----------------------------------------------------------------
> newproc |
> normscapab | -.1146763 .0552553 -2.08 0.038
> -.2229748
> -.0063779
> n5a | 4.15e-10 4.03e-10 1.03 0.303
> -3.75e-10
> 1.20e-09
> e6 | .0098537 .0189325 0.52 0.603
> -.0272533
> .0469607
> d12b | -.0004825 .0004277 -1.13 0.259
> -.0013208
> .0003557
> Le8c | 7.37e-07 4.60e-07 1.60 0.110
> -1.66e-07
> 1.64e-06
> _cons | .0818565 .0498956 1.64 0.101
> -.015937
> .1796501
> -------------+----------------------------------------------------------------
> lnsigma2 |
> normscapab | -5.064362 . . .
> .
> .
> ------------------------------------------------------------------------------
> convergence not achieved
>
>
>
>
>
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
