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RE: st: reoprob claims to have no observations
From
Richard Williams <[email protected]>
To
[email protected], "'[email protected]'" <[email protected]>
Subject
RE: st: reoprob claims to have no observations
Date
Tue, 25 Oct 2011 12:23:46 -0500
At 09:12 AM 10/25/2011, Nick Cox wrote:
I like this post. (Thanks for the closure!)
I agree. Also, I would strongly urge people to run -update- and
-adoupdate- before posting about possible bugs. If you are lucky, any
software problems you are having may have already been solved.
Nick
[email protected]
Benjamin Volland
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<[email protected]> 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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-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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