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st: set initial values for ml model
From
健 张 <[email protected]>
To
stata <[email protected]>
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
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