Hi Martin,
thanks for your help. I tried out to define the matrix like you described it
(-mat A=e(b)- after estimation, and supply it to -redprob- via -from(A)-...)
but unfortunately this does not solve my problem. I still get the error:
could not calculate numerical derivatives
flat or discontinuous region encountered
r(430)
do you have any other suggestions?
Thanks,
Doris
Zitat von Martin Weiss <[email protected]>:
>
> <>
>
> So -redprob- is not accessible via -findit-, but through
> http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/stewart/stata/
>
> As discussed recently on the list, your -e(b)- is an -ereturn- matrix, but
> not what -redprob- obviously wants, a full-fledged Stata matrix.
>
> Try -mat A=e(b)- after estimation, and supply it to -redprob- via
> -from(A)-...
>
>
>
> 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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