Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: Stata RE Probit

From   "Guillaume Frechette" <>
Subject   RE: st: Stata RE Probit
Date   Fri, 28 May 2004 12:15:47 +0000

This is usually a convergence problem. You can try changing the number of quadrature points or install superxt ( which does that automatically as well as trying different starting values for rho.


From: "Aparna Mathur" <>
To: <>
Subject: st: Stata RE Probit
Date: Thu, 27 May 2004 10:15:00 -0400

I'm trying to run random effects probit in stata (with a lagged
dependent variable), and it gives me no std.errors or confidence
intervals for rho,sigma u and lnsig2u.My question is, I'm trying to
compare estimates of this model with another RE probit model with
similar missing values,and doing a test of the difference in the two
coefficient estimates.Would that test give me the right answer?Secondly,
how do I interpret these missing values?

Aparna Mathur
Ph.D Candidate
Department of Economics
3115M Tydings Hall
University of Maryland,College Park
*   For searches and help try:
Express yourself with the new version of MSN Messenger! Download today - it's FREE!

* For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index