<>
Here is the thread on "e(b)":
http://www.stata.com/statalist/archive/2009-11/msg00251.html
Note it continued at
http://www.stata.com/statalist/archive/2009-11/msg00363.html
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Doris
Oberdabernig
Gesendet: Sonntag, 15. November 2009 16:55
An: [email protected]
Betreff: st: redprob: could not calculate numerical derivatives... r(430)
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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