Hello Martin,
I already found the examples in
http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/stewart/stata/redprobnote.pdf
and http://www.stata-journal.com/sjpdf.html?articlenum=st0106,
and read what was written at
http://www.stata.com/statalist/archive/2006-04/msg00379.html and
http://www.stata.com/statalist/archive/2006-04/msg00369.html, but i could not
find a solution for the problem.
I still get the error message:
could not calculate numerical derivatives
flat or discontinuous region encountered
r(430)
also when I proceed like in the examples above with my data. I already made sure
that the panel is balanced and tried out different specifications.
Unfortunately I could not find a response to the post of Georgios who seemed to
have the same problem neither.
I suppose the problem has to be somewhere else, I just cannot find out where. I
would be grateful for any ideas.
Cheers,
Doris
Zitat von Martin Weiss <[email protected]>:
>
> <>
>
> Well, using the example contained in
> http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/stewart/stata/red
> probnote.pdf, section 2.3, here you can see how the point estimates
> emanating from a pooled -probit- can be used subsequently for -redprob-.
> Weirdly enough, the example in the pdf does not run for me w/o adding the
> -bstart1- -matrix- myself. Omitting the call to -from(bstart1)- from the
> command yields the result in the pdf, though.
>
>
>
> *************
> u http://www.stata-press.com/data/r9/union.dta, clear
> drop if year<78 | year==83
> bys idcode: keep if _N==6
>
> sort idcode year
> by idcode: gen byte tper = _n
> by idcode: gen Lunion = union[_n-1]
>
> probit union Lunion age /*
> */ grade south if tper!=1
>
> mat bstart1=e(b)
>
> redprob union Lunion age /*
> */ grade south (age grade south not_smsa), /*
> */ i(idcode) t(tper) quadrat(24) /*
> */ from(bstart1)
> *************
>
> The issue has not come up too often on the list (but see
> http://www.stata.com/statalist/archive/2006-04/msg00369.html), presumably
> because the -program- is not accessible via -ssc- or -findit-...
>
>
>
> HTH
> Martin
>
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Doris
> Oberdabernig
> Gesendet: Sonntag, 15. November 2009 17:55
> An: [email protected]
> Betreff: Re: st: AW: redprob: could not calculate numerical derivatives...
> r(430)
>
> 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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> >
> >
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> >
>
>
>
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