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RE: st: Stata RE Probit


From   "Guillaume Frechette" <gurst1@hotmail.com>
To   statalist@hsphsun2.harvard.edu
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 (http://www.people.hbs.edu/gfrechette/html/sg158.htm) which does that automatically as well as trying different starting values for rho.

g



From: "Aparna Mathur" <mathur@econ.bsos.umd.edu>
Reply-To: statalist@hsphsun2.harvard.edu
To: <statalist@hsphsun2.harvard.edu>
Subject: st: Stata RE Probit
Date: Thu, 27 May 2004 10:15:00 -0400

Hi,
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?
Thanks,
Aparna

Aparna Mathur
Ph.D Candidate
Department of Economics
3115M Tydings Hall
University of Maryland,College Park
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