Re: st: cmp command; mvtobit

[Alfonso Sanchez-Penalver <alfonso.statalist@gmail.com>]

Salut Aurelie,

The exact -cmp- command that you're trying to run would be helpful to try and figure out what may be going wrong.

Alfonso Sanchez-Penalver

> On Mar 20, 2014, at 2:14 PM, "Aurélie P. Harou" <aph2142@columbia.edu> wrote:
> 
> 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
> aph2142@columbia.edu
> 
> 
> 
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