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st: Bivariate Tobit


From   "Marc F. Bellemare" <mfb24@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bivariate Tobit
Date   Fri, 08 Oct 2004 09:23:38 -0400

Dear Colleagues:

I have been trying to estimate a bivariate tobit using Stata's ml subset of commands, to no avail. I first tried to estimate my model with another statistical package and ran into convergence problems caused by one of my variables of interest. To make sure that the problem was not caused by that other statistical package, I decided to use Stata to verify if I truly had a data problem.

My problem is that I get an r(491) every single time I run my code, i.e. Stata cannot find feasible initial values, even when I regress only on constants to see if it works! I did check and recheck the maximum likelihood program I wrote, but I cannot find mistakes at this point.

I thus wanted to ask if anyone had ever estimated a bivariate (or multivariate) tobit using Stata, and if anyone has done it before, would they mind either looking at my code or sharing theirs?

Thanks in advance,

Marc

__________
Marc F. Bellemare
Ph.D. Candidate
Department of Applied Economics and Management
Cornell University
Ithaca, NY 14853-7801
http://www.people.cornell.edu/pages/mfb24


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