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From |
Kit Baum <baum@bc.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: messy ml problem |

Date |
Sat, 5 Feb 2005 08:39:56 -0500 |

Are you employing the trick that Stata uses to bound the correlation coefficient in the biprobit.ado code: estimate a bounded function of r, and then back-transform when the r is needed?

Kit Baum, Boston College Economics

http://ideas.repec.org/e/pba1.html

On Feb 5, 2005, at 2:33 AM, Jason wrote:

I am using the function `binorm' to calcluate the density of the two

binary variables. `binorm' takes three inputs, (conditional) means for the

two variables and a correlation coefficient (variances are normalized to

one). Now there three arguments are, in my model, complicated functions

of elements from the 4 x 4 covariance matrix of the full system.

The problem is Stata can't find any starting values for this procedure.

I've looked at the correlation coefficient that is being generated and

often it exceeds 1 or is smaller than -1, in which case binorm produces on

output. I have tried imposing restrictions on various parameters when

running `ml search' to see if I can get a correlation coefficient in the

unit interval, but that didn't work either.

Any suggestions for how to proceed?

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