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st: query RE probit


From   "Wiji Arulampalam" <Wiji.Arulampalam@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: query RE probit
Date   Wed, 18 Sep 2002 16:50:31 +0100

I am sorry for going on and one about this. Essentially I need answers to two questions.
1. If stata does not move from the rho=0.0 case and produces missing std errors for rho and lnsig2, how do I know whether this is an unstable numerical problem or that rho is genuinely zero?
2. How come stata gives proper std errors for the other coefficient estimates when it is also giving missing std errors for rho and lnsig2?

Many thanks
best
wiji


=================================
Professor Wiji Arulampalam,
Department of Economics,
University of Warwick,
Coventry,
CV4 7AL,
UK.
Tel: +44 (24) 7652 3471
Sec. Tel: +44 (24) 7652 3202
Fax: +44 (24) 7652 3032
email:  wiji.arulampalam@warwick.ac.uk
http://www.warwick.ac.uk/Economics/arulampalam/
RES2003: http://www.warwick.ac.uk/res2003/

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