[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: xttobit and xtprobit missing standard errors
contribute to this list are more competent than I am) but I would say that
in this type of estimation, there can be a lot of path dependence. For
instance, for some optimization methods the hessian "accumulates" as a
result of each step in the iteration. Thus, you can sometimes get different
results as a function of where the process started.
Happy to see you resolved your problem.
From: "Alejandro Lopez-Feldman" <email@example.com>
Subject: Re: st: xttobit and xtprobit missing standard errors
Date: Fri, 19 Nov 2004 11:00:34 -0800
Thanks for the help. I used superxt and it worked out well.
I just have a quick question. Convergence wasn't achieved with the default
options for superxt so I tried type(2) but it didn't work so I changed rho
from the default of .5 to the value that I was getting from the xttobit
(rho=.01), that is convergence was achieved with type(2) rho(.01). The
weird thing (at least to me) is that after convergence the result of rho
.57. My question is why I didn't achieve convergence using type(2) and the
default rho that is close to the "true" value?
----- Original Message -----
From: "Guillaume Frechette" <firstname.lastname@example.org>
Sent: Friday, November 19, 2004 6:28 AM
Subject: RE: st: xttobit and xtprobit missing standard errors
> You could try superxt (http://homepages.nyu.edu/~gf35/html/sg158.htm) or
> just try different starting values or different number of quadrature
> >From: "Alejandro Lopez-Feldman" <email@example.com>
> >Reply-To: firstname.lastname@example.org
> >To: email@example.com
> >Subject: st: xttobit and xtprobit missing standard errors
> >Date: Wed, 17 Nov 2004 16:33:58 -0800 (PST)
> >Hi Stata users,
> >I am using xtprobit and xttobit to estimate a couple of models with
> >effects but there seems to be a problem with my results. When I run
> >xtprobit command everything seems to be fine (no warning messages,
> >convergence achieved after 5 iterations and many significant
> >but no standard errors are estimated for lnsig2u and therefore none
> >for sigma and rho, although the likelihood ratio test for rho= appears
> >(Prob >= chibar2 = 0.029) . I have a similar problem when I run
> >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?
> >there a way to get around this problem? I am interested in getting s.e
> >rho in both cases because in both cases I want to test the hypothesis
> >the panel estimator isn't different from the pooled estimator.
> >* 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/
> * 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/
* For searches and help try:
* For searches and help try: