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st: Re: messy ml problem


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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