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

st: RE: xttobit and xtprobit missing standard errors


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: RE: xttobit and xtprobit missing standard errors
Date   Thu, 18 Nov 2004 19:40:57 -0600

Alejandro,

Missing standard errors indicate that the estimated variance-covariance
matrix is not of full rank and procedure has not converged.

The way to get around this is to try different starting values.  See the
message by David Drukker (ddrukker at stata.com) for an example at:

http://www.stata.com/statalist/archive/2002-09/msg00339.html


Hope this helps,
Scott


> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Alejandro Lopez-Feldman
> Sent: Wednesday, November 17, 2004 6:34 PM
> To: [email protected]
> Subject: st: xttobit and xtprobit missing standard errors
> 
> Hi Stata users,
> 
> I am using xtprobit and xttobit to estimate a couple of models with random
> effects but there seems to be a problem with my results.  When I run the
> xtprobit command everything seems to be fine (no warning messages,
> convergence achieved after 5 iterations and many significant coefficients)
> but no standard errors are estimated for lnsig2u and therefore none s.e.
> for sigma and rho, although the likelihood ratio test for rho= appears
> (Prob >= chibar2 = 0.029) . I have a similar problem when I run xttobit, I
> get s.e for sigma_e but not for sigma_u and therefore none for rho.
> 
> It seems to me that stata is trying to tell me that there is something
> wrong with my results but I don't know how bad the problem is. Are my
> estimates valid at all? Are the s.e for the coefficients meaningfull? Is
> there a way to get around this problem? I am interested in getting s.e for
> rho in both cases because in both cases I want to test the hypothesis that
> the panel estimator isn't different from the pooled estimator.
> 
> Thanks,
> Alejandro


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index