Re: st: Fwd: -cmp- not concave

["Z. Liu" <zl290@cam.ac.uk>]

Hi DVM,

Many thanks for your kind help. That plus sign is a typo. My apology. It 
turns out that I made a mistake with the indicators option. I'm redoing 
the model now. Will also try the -bitobit- command. Thanks a lot.

Best Regards,

Leo


On 2014-03-07 02:30, Dimitriy V. Masterov wrote:
> Leo,
>
> Your syntax seems nonstandard to me, particularly the plus sign,
> though that doesn't seem to be the problem.
>
> Does the user-written bitobit work by any chance?
>
> DVM
>
> On Thu, Mar 6, 2014 at 5:45 PM, Z. Liu <zl290@cam.ac.uk> wrote:
> > Dear all,
> >
> > I've been trying to fit a bivariate tobit model using the user-written
> > command -cmp-. The model looks like this:
> >
> > cmp (equation1: y1 = X1) (equation2: y2 = y1 + X2), indicators(2 2) 
> > robust
> >
> > This model doesn't work out. Stata keeps showing 'log pseudolikelihood 
> > = 0
> > (not concave)'. I tried to start with minimum regressors (1-2 
> > explanatory
> > variables) in each equation, but the problem remains. I also tried
> > alternative ml options such as - tech(dfp)- and -difficult- but still 
> > can't
> > fix it. However, the two tobit equations can be estimated separately,
> > although the Pseudo R2 is quite small (around 5%). As well, the system 
> > model
> > can be estimated if I change the two tobit equations into linear 
> > equations.
> > Some descriptive statistics of the two dependent variables are as 
> > follows:
> >
> > y1: Percentiles: 1% (0), 25% (0), 50% (23.57), 99% (6127.14); mean 
> > (365.00);
> > SD (1186.90); Skewness (7.14); Kurtosis (71.23)
> >
> > y2: Percentiles: 1% (0), 50% (0), 75% (0), 90% (78.10), 99% (1128.53); 
> > mean
> > (61.29); SD (401.82); Skewness (13.27); Kurtosis (217.49)
> >
> > Anybody out there knows what might be the problem? Any advice or 
> > suggestions
> > would be appreciated. Thanks a lot in advance.
> >
> >
> > Best Regards,
> >
> >
> > Leo
> >
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/faqs/resources/statalist-faq/
> > *   http://www.ats.ucla.edu/stat/stata/
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/statalist-faq/
> *   http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/