st: -probit- does not converge, but does -dprobit-

[Duha Altindag <daltin2@tigers.lsu.edu>]

Hi Statalisters:

I am using version 11.1. I have two data sets: old.dta and new.dta.
They are almost identical, but new.dta has more observations. That is,
old.dta is a subset of new.dta.

Sometime ago, with an earlier version of Stata I had used old.dta and
run -probit- and -dprobit-. That time, I could get marginal effects
using both -probit- and -dprobit-.

Now, I use new.dta and run -probit- : it doesn't converge.
Then I use run -dprobit- : it does converge and gives me marginal effects.

Then I experiment with old.dta and Stata 11.1. I get the same thing:
-probit- does not converge, but -dprobit- does.

Previously, someone complained about a similar issue and he was
advised to contact Stata Support.
http://www.stata.com/statalist/archive/2010-08/msg01331.html


Is there an update on the issue? Would you advise me to contact the
Support as well? Or does someone have a quick advice?

I know -dprobit- is not an official command anymore. But does it mean
its results cannot be trusted? Should I trust -probit- or -dprobit-?

Thanks for reading my question.

Duha
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