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st: RE: IV probit and non convergence
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: IV probit and non convergence
Date
Tue, 12 Oct 2010 17:27:27 +0100
You need to look more at your data. Are there high correlations between? Are there inbuilt relations among some of your predictors (e.g. constraints that they sum to a constant)? What happens with pairs of predictors?
Nick
[email protected]
Mariana Spatareanu Manole
I am running ivprobit regressions, and I have 4 endogenous continuous
variables - I can run the regressions with only one endogenous
variable at a time,
but the ivprobit does not converge when I introduce all of them in
the regression.
It keeps on running and displays the following:
Fitting full model
Iteration 0: log pseudolikelihood = -19244.386
Iteration 1: log pseudolikelihood = -19243.321 (not concave)
...
Iteration 35: log pseudolikelihood = -19242.958 (not concave)
Iteration 36: log pseudolikelihood = -19242.958 (not concave)
Do you have any suggestions what to do in cases like this?
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