Re: st: reoprob claims to have no observations

[Joerg Luedicke <joerg.luedicke@gmail.com>]

Just as a general remark, I believe you could save some time by using
-gllamm- (SSC) instead of -reoprob-. See:

http://www.stata.com/statalist/archive/2011-07/msg00057.html

Joerg

On Tue, Oct 25, 2011 at 9:10 AM, Benjamin Volland <volland@econ.mpg.de> wrote:
> I guess, Nick was right, again. I just realized that I had not downloaded
> the update by Guillaume R. Frechette (May 2001, Stata Technical Bulletin,
> 61, p. 12: http://www.stata.com/products/stb/journals/stb61.pdf), which
> deals with unexpected abortions of maximization. With the update installed,
> the program runs like a charm. Hope this helps.
>
> Best, Ben
>
> On 05/09/2011 14:24, Nick Cox wrote:
>>
>> -reoprob-'s code suggests that it ignores missings in a standard way,
>> and it is a wrapper for -oprobit- which would do that too. So,
>> although it's good that you got results, my hunch is that the
>> explanation lies elsewhere.
>>
>> Nick
>>
>> On Mon, Sep 5, 2011 at 1:06 PM, Benjamin Volland<volland@econ.mpg.de>
>>  wrote:
>>>
>>> Dear statalisters,
>>>
>>> just in case anyone runs into similar problems, I wanted to post that the
>>> "solution" to the problem described below, was in the end fairly simple.
>>> $indepvar contains the lagged dependent variable, which is (naturally)
>>> missing for the first observation. Once I deleted the first observation
>>> for
>>> each unit of analysis reoprob ran without a problem. Hence, my hunch is
>>> that
>>> reoprob cannot deal with missing values. Hope this helps.
>>>
>>> Best, Ben
>>>
>>> On 30/08/2011 15:04, Benjamin Volland wrote:
>>>>
>>>> Dear statalisters,
>>>>
>>>> I'm currently trying to run a dynamic ordered probit random effects
>>>> panel estimation as suggested by Woolridge (2005, Journal of Applied
>>>> Econometrics, Vol. 20 (1), pp. 39-54).
>>>> I therefore make use of the reoprob command written by Guillaume
>>>> Frechette (2001, Stata Technical Bulletin, Vol. 10 (59), pp. 23-27).
>>>> I am using Stata version 10.1.
>>>> The panel is unbalanced (between 5 and 12 observations per unit of
>>>> observation). The dependent has 12 steps. The independents contain the
>>>> LDV, a number of controls (mostly dummies), plus the initial value of
>>>> the dependent and the mean values of all independents (as suggested by
>>>> Woolridge). I run a simple pooled ordered probit model up front to
>>>> identify all variables that may cause problems of multicollinearity
>>>> (e.g. the mean values of sex and race are the same as the actual values
>>>> of sex and race). These are dropped before the reoprob estimation, which
>>>> looks like this:
>>>>
>>>> . reoprob foodc $indepvar $meanvarfood $ofoodvar firstfoodc, i(pid)
>>>>
>>>> The program then (w/out any problem) runs through the constant-only
>>>> model
>>>>
>>>> . Fitting constant-only model:
>>>>
>>>> . Iteration 0: log likelihood = -28629.788
>>>> . Iteration 1: log likelihood = -26312.933
>>>> . Iteration 2: log likelihood = -26271.232
>>>> . Iteration 3: log likelihood = -26269.137
>>>> . Iteration 4: log likelihood = -26269.133
>>>> . Iteration 5: log likelihood = -26269.133
>>>>
>>>> but after the first iteration of the full model, stata tells me that
>>>> there are no observations
>>>>
>>>> . Fitting full model:
>>>>
>>>> . Iteration 0: log likelihood = -23495.781 (not concave)
>>>> . no observations
>>>> . r(2000);
>>>>
>>>> Interestingly, when I specify the - trace - option it also performs
>>>> Iteration 1 before returning the same error code.
>>>> - xtreg ..., re - runs w/out problems (so does the user-written command
>>>> xtabond2 [Roodman]).
>>>> Does anyone have a suggestion how I could fix this?
>>>>
>>>> Thanks so much, Ben
>>
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>>
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