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st: cmp command; mvtobit
From
"Aurélie P. Harou" <[email protected]>
To
[email protected]
Subject
st: cmp command; mvtobit
Date
Thu, 20 Mar 2014 14:14:39 -0400
To Whom It May Concern:
I am trying to estimate a bivariate tobit model with left censoring in
one model and left- and right-censoring in the other. I believe the
stata command mvtobit only allows for left-censoring at 0. I have
tried using the cmp command, but I get "Warning: regressor matrix for
duration_post_04_yr equation appears ill-conditioned" and do not get
any results for the full model. I get this even when I reduce the
number of RHS variables so as to get a condition number of 700.
Furthermore, when I specify the cmp command to estimate the same model
as the mvtobit command (i.e., left censoring at 0), I still get the
same warning message and the full model is not estimated (whereas it
is estimated using mvtobit).
Why/how is this happening? How can I get the cmp command to converge?
Thanks in advance for any help!
Best,
Aurelie
---------------------------
Aurélie P. Harou, PhD
Earth Institute, Post-doctoral Fellow
Agriculture and Food Security Center
Columbia University, Lamont Campus
61 Route 9W, Lamont Hall, 2F
Palisades, NY 10964
c: 954-614-8161
[email protected]
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