Hello everybody,
I am trying to estimate a dynamic probit model with a lagged dependent binary
variable. I am using the -redprob- command (from Prof. Mark Steward, University
of Warwick, 2006) to take care of the initial conditions problem (using Stata
10.1).
The command looks like:
redprob depvar varlist (varsinit) [if exp] [in range] [, i(varname) t(varname)
quadrat(#) from(matname) ]
where varlist contains the lagged dependent (binary) variable,
varsinit contains determinants of the outcome in the first year,
i(varname) is the cross-section identifier,
t(varname) the time-identifier,
quadrat(#) specifies the number of of Gaussian--Hermite quadrature points for
the evaluation of the required integral and
from(matname) specifies a matrix containing starting values for the parameters
of the model.
Redprob estimates a random effects dynamic probit model by Maximum Likelihood.
The default for the "from" matrix uses a pooled probit for t>1 and a
separate probit for the intial period.
If I specify from(e(b)), i get the error:
could not calculate numerical derivatives
flat or discontinuous region encountered
r(430)
If I do not specify any from() option, I get the error:
Probit Model for t=1
no observations
r(2000)
It would be great if somebody could help me on this problem.
Cheers,
Doris
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