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| From | 健 张 <victerzj2@yahoo.com.cn> |
| To | stata <statalist@hsphsun2.harvard.edu> |
| Subject | st: set initial values for ml model |
| Date | Mon, 19 Sep 2011 04:05:37 +0800 (CST) |
Hi, all: I am trying to use ml to estimate a bivariate probit model so that I can set initial values myself. First, I use biprobit to estimate the two equations and then I got all coefficients stored in e(b). Then I use ml to write my own likelihood evaluator. I use the following code to set initial values: matrix b0=e(b) ml init b0 However, stata always reports that " initial vector: extra parameter treated:connect1 found specify skip option if necessary". Treated is the dependent variable of my first equation and connect1 is a variable listed in both equations. In addition, anyone knows how to find a good initial value? Since I have around 20 independent variables in total in two equations, it is hard for me to fish the good initial value one by one. Thank you in advance!! Best, Jian * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/