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st: AW: Error r(303) when using the constraint command
From
"Martin Weiss" <[email protected]>
To
<[email protected]>
Subject
st: AW: Error r(303) when using the constraint command
Date
Thu, 1 Apr 2010 22:38:07 +0200
<>
Could be a precision issue, which you can check via
*************
forval c=1/6 {
loc cc=(`c'-1)/10
local athrho=1/2*ln((1+`cc')/(1-`cc'))
const `c' [athrho]_cons=`athrho'
}
constr l _all
*************
See NJC`S recent SJ column
http://www.stata-journal.com/article.html?article=pr0051...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Roy, Manan
Gesendet: Donnerstag, 1. April 2010 22:34
An: [email protected]
Betreff: st: Error r(303) when using the constraint command
Hi Everybody,
I am estimating a biprobit model, and I intend to impose different
constraints.
So, I am using a loop to create the different constraints, and then using
these one by one.
I am using STATA 11.
Here is what I do:
forval c=1/6 {
loc cc=(`c'-1)/10
local athrho=1/2*ln((1+`cc')/(1-`cc'))
const `c' [athrho]_cons=`athrho'
}
* constrained biprobit regression
forval c=1/6 {
biprobit (y = d `xvars') (d = `xvars'), const(`c')
estimates store m`c'
}
The output looks like this:
Fitting comparison equation 1:
(note: constraint number 1 caused error r(303))
Iteration 0: log likelihood = -3954.7171
Iteration 1: log likelihood = -3696.4398
Iteration 2: log likelihood = -3694.1082
Iteration 3: log likelihood = -3694.1066
Iteration 4: log likelihood = -3694.1066
Fitting comparison equation 2:
(note: constraint number 1 caused error r(303))
Iteration 0: log likelihood = -5355.7337
Iteration 1: log likelihood = -3064.5305
Iteration 2: log likelihood = -3029.2813
Iteration 3: log likelihood = -3028.7581
Iteration 4: log likelihood = -3028.7373
Iteration 5: log likelihood = -3028.7367
Iteration 6: log likelihood = -3028.7366
Iteration 7: log likelihood = -3028.7366
Comparison: log likelihood = -6722.8432
Fitting full model:
Iteration 0: log likelihood = -6722.8432
Iteration 1: log likelihood = -6722.8432
Seemingly unrelated bivariate probit Number of obs =
7876
Wald chi2(65) =
3414.42
Log likelihood = -6722.8432 Prob > chi2 =
0.0000
( 1) [athrho]_cons = 0
----------------------------------------------------------------------------
--
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
y |
d | .122906 .0459438 2.68 0.007 .0328578 .2129543
white | -.323308 .0415659 -7.78 0.000 -.4047757
-.2418402
black | -.5275627 .0502684 -10.49 0.000 -.6260869
-.4290385
age | -.0808872 .0085189 -9.49 0.000 -.097584
-.0641904
male | .0592134 .0332836 1.78 0.075 -.0060212
.124448
ses2q | -.106484 .0545631 -1.95 0.051 -.2134256
.0004576
ses3q | -.035802 .0688905 -0.52 0.603 -.170825
.099221
ses4q | .0479943 .0871346 0.55 0.582 -.1227864
.218775
ses5q | .0798271 .109375 0.73 0.465 -.1345441
.2941982
wicprg1 | .2439878 .0522145 4.67 0.000 .1416492
.3463264
wicprgmiss1 | .2532862 .0587658 4.31 0.000 .1381074
.3684651
mwest | .0170592 .0561952 0.30 0.761 -.0930814
.1271999
south | -.056428 .0524807 -1.08 0.282 -.1592882
.0464323
west | .0576014 .0564434 1.02 0.307 -.0530256
.1682284
urbana | -.1209286 .050942 -2.37 0.018 -.2207731
-.021084
urbanc | -.0427388 .0635592 -0.67 0.501 -.1673125
.0818349
hhsize | .0392937 .0115417 3.40 0.001 .0166724
.061915
momage | -.0124046 .0031431 -3.95 0.000 -.018565
-.0062442
momagemiss | -.5772956 .4423098 -1.31 0.192 -1.444207
.2896156
mltHS | -.6551118 .4854976 -1.35 0.177 -1.60667
.296446
mHS | -.5745211 .4857891 -1.18 0.237 -1.52665
.377608
msmcoll | -.5292191 .4874029 -1.09 0.278 -1.484511
.426073
mBA | -.4779349 .4903919 -0.97 0.330 -1.439085
.4832156
mgtBA | -.3893851 .4937717 -0.79 0.430 -1.35716
.5783897
dltHS | .0680494 .103982 0.65 0.513 -.1357517
.2718505
dHS | .1241534 .1038614 1.20 0.232 -.0794112
.327718
dsmcoll | .1102334 .1087275 1.01 0.311 -.1028686
.3233354
dBA | .1891118 .1202023 1.57 0.116 -.0464804
.4247039
dgtBA | .2779827 .1305615 2.13 0.033 .0220868
.5338786
married | .1083885 .0435551 2.49 0.013 .0230221
.1937548
marriedmiss | -.9089542 .5813536 -1.56 0.118 -2.048386
.230478
momwt | .0020479 .0009942 2.06 0.039 .0000993
.0039965
momwtmiss | -.0398787 .0420232 -0.95 0.343 -.1222427
.0424853
_cons | 2.118674 .5120097 4.14 0.000 1.115154
3.122195
-------------+--------------------------------------------------------------
--
d |
white | .1507245 .0454241 3.32 0.001 .061695
.2397541
black | .0263325 .0554181 0.48 0.635 -.082285
.13495
age | -.0235513 .0096604 -2.44 0.015 -.0424852
-.0046173
male | -.0531481 .0366683 -1.45 0.147 -.1250167
.0187204
ses2q | .5323748 .0585236 9.10 0.000 .4176707
.6470789
ses3q | .8612891 .0709974 12.13 0.000 .7221368
1.000442
ses4q | 1.112707 .0889857 12.50 0.000 .938298
1.287115
ses5q | 1.722265 .1247021 13.81 0.000 1.477853
1.966676
wicprg1 | -.4686316 .0510844 -9.17 0.000 -.5687551
-.3685081
wicprgmiss1 | .7060422 .0581189 12.15 0.000 .5921313
.8199531
mwest | -.103406 .0626162 -1.65 0.099 -.2261314
.0193195
south | -.3248504 .0581562 -5.59 0.000 -.4388344
-.2108663
west | -.0936663 .0614129 -1.53 0.127 -.2140334
.0267008
urbana | .1457413 .0551406 2.64 0.008 .0376677
.2538149
urbanc | .0162414 .0681164 0.24 0.812 -.1172643
.1497471
hhsize | -.0471504 .012168 -3.87 0.000 -.0709992
-.0233015
momage | .0201872 .003363 6.00 0.000 .0135959
.0267784
momagemiss | .1690383 .5073341 0.33 0.739 -.8253182
1.163395
mltHS | .3119018 .551964 0.57 0.572 -.7699278
1.393731
mHS | .4489505 .5516901 0.81 0.416 -.6323423
1.530243
msmcoll | .360441 .5532024 0.65 0.515 -.7238157
1.444698
mBA | .3210744 .5568311 0.58 0.564 -.7702944
1.412443
mgtBA | .3835983 .5641698 0.68 0.497 -.7221542
1.489351
dltHS | .4367679 .1312863 3.33 0.001 .1794514
.6940843
dHS | .4892686 .1301381 3.76 0.000 .2342027
.7443346
dsmcoll | .415516 .1333935 3.11 0.002 .1540696
.6769625
dBA | .3870684 .146481 2.64 0.008 .099971
.6741658
dgtBA | .3365731 .1647762 2.04 0.041 .0136177
.6595284
married | .4619601 .0426267 10.84 0.000 .3784133
.545507
marriedmiss | -4.761327 242.2242 -0.02 0.984 -479.5121
469.9894
momwt | .0003644 .0010888 0.33 0.738 -.0017697
.0024985
momwtmiss | .0656976 .0464471 1.41 0.157 -.0253371
.1567322
_cons | -1.816991 .583467 -3.11 0.002 -2.960565
-.6734167
-------------+--------------------------------------------------------------
--
/athrho | (omitted)
-------------+--------------------------------------------------------------
--
rho | (omitted)
----------------------------------------------------------------------------
--
I get this warning for all the 6 constraints: (note: constraint number n
caused error r(303)); n=1,2, ..., 6
Any comments/suggestions will be very helpful!
Thanks,
Manan
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