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st: RE: non convergence when running Heckman selection model
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: RE: non convergence when running Heckman selection model
Date
Thu, 4 Mar 2010 19:03:15 +0100
<>
The manual [R], p. 654, reports similar problems, and implies that the
-twostep- version may be more stable during estimation.
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Thu Phuong Truong
Sent: Donnerstag, 4. März 2010 04:04
To: [email protected]
Subject: st: non convergence when running Heckman selection model
Dear all,
I have tried to run this below Heckman selection model. However, it seems
like my regression does not converge. Could anyone kindly help?
. heckman precision reform analyst herfindahl5 factor1 badnews goodnews
lnabsec_w lnassets_w cros
> slisted lnmb_w mefevent horizon, select(forecast1=reform analyst
herfindahl5 factor1 ecsign lna
> bsec_w lnassets_w crosslisted lnmb_w)
Iteration 0: log likelihood = -1528.4141
Iteration 1: log likelihood = -1391.554 (not concave)
Iteration 2: log likelihood = -1346.221 (not concave)
Iteration 3: log likelihood = -1338.1855 (not concave)
Iteration 4: log likelihood = -1335.3504 (not concave)
Iteration 5: log likelihood = -1332.2101 (not concave)
Iteration 6: log likelihood = -1322.7847 (not concave)
Iteration 7: log likelihood = -1320.0481 (not concave)
Iteration 8: log likelihood = -1316.2955 (not concave)
Iteration 9: log likelihood = -1314.2313 (not concave)
Iteration 10: log likelihood = -1310.3296 (not concave)
Iteration 11: log likelihood = -1307.7817 (not concave)
Iteration 12: log likelihood = -1306.5784 (not concave)
Iteration 13: log likelihood = -1305.1797 (not concave)
Iteration 14: log likelihood = -1304.4682 (not concave)
Iteration 15: log likelihood = -1303.2272 (not concave)
Iteration 16: log likelihood = -1302.3122 (not concave)
Iteration 17: log likelihood = -1301.7086 (not concave)
Iteration 18: log likelihood = -1300.982 (not concave)
Iteration 19: log likelihood = -1300.5817 (not concave)
Iteration 20: log likelihood = -1298.9577 (not concave)
Iteration 21: log likelihood = -1298.0653 (not concave)
Iteration 22: log likelihood = -1297.6127 (not concave)
Iteration 23: log likelihood = -1297.235 (not concave)
Iteration 24: log likelihood = -1296.8556 (not concave)
Iteration 25: log likelihood = -1296.4713 (not concave)
Iteration 26: log likelihood = -1296.0906 (not concave)
Iteration 27: log likelihood = -1295.7245 (not concave)
Iteration 28: log likelihood = -1295.3545 (not concave)
Iteration 29: log likelihood = -1294.9892 (not concave)
Iteration 30: log likelihood = -1294.6246 (not concave)
Iteration 31: log likelihood = -1294.2688 (not concave)
Iteration 32: log likelihood = -1293.9114 (not concave)
Iteration 33: log likelihood = -1293.5606 (not concave)
Iteration 34: log likelihood = -1293.2094 (not concave)
Iteration 35: log likelihood = -1292.8657 (not concave)
Iteration 36: log likelihood = -1292.521 (not concave)
--Break--
r(1);
Many thanks,
Yours sincerely,
Phuong
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