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RE: st: Fixed-effects and the ordered logit/probit model


From   "Tobias Hofmann" <thofmann@uni-hd.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Fixed-effects and the ordered logit/probit model
Date   Mon, 6 Sep 2004 18:14:08 +0200

Dear Mark,

Thanks for your help and sorry! I just found out that I mistook -rfprobit-
for -reoprob-. That was the (major) problem.

Best,
Tobias


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu 
Sent: Monday, September 06, 2004 4:52 PM
To: statalist@hsphsun2.harvard.edu; Tobias Hofmann
Subject: RE: st: Fixed-effects and the ordered logit/probit model

Tobias,

Quoting Tobias Hofmann <thofmann@uni-hd.de>:

> Dear all,
> 
> This is a small "update" to the problem I posted before.
> 
> Using a different ordered categorical dependent variable, Stata 8.2 
> doesn't tell me that the "outcome does not vary" this time. However, 
> the output is as mysterious as before. Besides, -search r(2000)- is 
> not particularly instructive.
> 
> . rfprobit y2 x1 x2, i(country)

-rfprobit- is a user-written random-effects probit, so it isn't making use
of the ordering.  Is this what you intended?  If so, you might want to try
-xtprobit-, which is the official Stata random-effect probit routine.

--Mark

> 
> Constant-only model
> rho = 0.0     Log Likelihood = -115.33963
> rho = 0.1     Log Likelihood ~ -71.47475
> rho = 0.2     Log Likelihood ~ -53.679395
> rho = 0.3     Log Likelihood ~ -43.642044
> rho = 0.4     Log Likelihood ~ -37.060202
> rho = 0.5     Log Likelihood ~ -31.396172
> rho = 0.6     Log Likelihood ~ -25.898749
> rho = 0.7     Log Likelihood ~ -21.31849
> rho = 0.8     Log Likelihood ~ -18.051591
> rho = 0.9     Log Likelihood ~ -15.209674
> Iteration 0:  Log Likelihood = -15.209674 (nonconcave function 
> encountered) rho >= 1, set to rho = 0.99 rho >= 1, set to rho = 0.99 
> rho >= 1, set to rho = 0.99 Iteration 1:  Log Likelihood = -10.397214 
> (nonconcave function encountered) no observations r(2000);
> 
> Does anyone have an idea? 
> 
> Yours,
> Tobias

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