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st: RE: Re: Initial values not feasible and -ufrom()- option.


From   "Wu, Xun" <WuX@wharton.upenn.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: Initial values not feasible and -ufrom()- option.
Date   Thu, 10 Jul 2003 12:12:42 -0400

Dear all,

Thanks for Scott's information and David's method, I solve the initial value
problem in Frontier with the -from()- option . 

http://www.stata.com/statalist/archive/2003-05/msg00650.html

However, when I was trying to fit a truncated-normal model, I still have a
problem with option -ufrom()-.

I follow David Drucker's method to feed my own initial values:
1. Run OLS
2. matrix b0 = e(b), ln(e(rmse)^2), .1
3. I add option to the frontier command: distribution(tnormal) ufrom(b0,
copy)

However, I always got a message "ufrom() must specify a matrix".

Is there anything different with -ufrom()- option?

Thanks a lot!
Xun

-----Original Message-----
From: Scott Merryman [mailto:smerryman@kc.rr.com] 
Sent: Wednesday, July 09, 2003 10:26 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: Initial values not feasible

----- Original Message ----- 
From: "Wu, Xun" <WuX@wharton.upenn.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, July 09, 2003 7:50 PM
Subject: st: Initial values not feasible


> Dear all,
>
> When I run Frontier with Stata 8, I got the following message "initial
> values not feasible". I guess this is because ML can't find feasible
initial
> values. I wonder how to solve this problem.
>
> Thanks a lot!
> Brian
>
>

Brian,

This question came up May 28th and David Drukker <ddrukker@stata.com>
provided a very complete answer.  In addition to adjusting the initial
values, make sure you the logs of the variables.

Hope this helps,
Scott




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