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| From | Benjamin Niug <benjamin.niug@googlemail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: -ivprobit- not converging |
| Date | Sat, 24 Mar 2012 23:38:51 +0100 |
Hi guys, I am having the following problem: I want to run a probit regression using Instrumental Variables and I am account for fixed effects using dummy variables using the -ivprobit- command. While the simple regressions seem to be calculated, I am getting error messages for the IVProbit regressions including interaction terms: The optimality algorithm is "not converging" even after several hundred iterations and the calculated likelihood does not change anymore after about 100 iterations. Does anybody of you know how to overcome this problem? Is there a (better) possibility to estimate a binary choice model using IV and accounting for fixed effects? Best regards, Benjamin * * 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/