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Re: st: Using a Tobit regression with the Heckman correction
From
Tirthankar Chakravarty <[email protected]>
To
[email protected]
Subject
Re: st: Using a Tobit regression with the Heckman correction
Date
Tue, 20 Dec 2011 11:37:55 -0800
As Nick pointed out, your code seems to be incomplete.
Other than that you have got the syntax of -craggit- wrong. I am
assuming that "fee" is your positive continuous variable? If so, "fee"
and its determinants go into the "second()" option and the binary
indicator (your "transferred" variable and its determinants) go first.
This is in contrast to t the syntax of -heckman-.
T
On Tue, Dec 20, 2011 at 11:26 AM, Nick Cox <[email protected]> wrote:
> Your syntax appears truncated as the option -second()- lacks a closing
> right parenthesis.
>
> -craggit-, or more likely -ml-, is having difficulty fitting your
> model. Try a simpler model or helping out the program by suggesting
> better initial values.
>
> Nick
>
> On Tue, Dec 20, 2011 at 7:19 PM, J. Boreham <[email protected]> wrote:
>
>> Thanks again for your help, that does appear to be what I'm after. However,
>> when I use it, I get the error message:
>>
>> "could not calculate numerical derivatives
>> discontinuous region with missing values encountered"
>>
>>
>> The code I used was:
>>
>> ********
>> craggit fee age agesq curr_app curr_goal_d curr_goal_m curr_goal_f,
>> second(transferred age agesq curr_app curr_goal_d curr_goal_m curr_goal_f
>> ********
>>
>> Do you have any idea what may have caused this error?
>>
>>
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--
Tirthankar Chakravarty
[email protected]
[email protected]
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