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Re: st: Convergence not achieved in MLE Heckman


From   "Renzo Comolli" <renzo.comolli@yale.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Convergence not achieved in MLE Heckman
Date   Thu, 17 Mar 2005 15:25:32 -0500

Dear Maria:

Get rid of the -, iterate(0)- option. It is blocking the optimization
process.
-, iterate(#)- blocks the optimization process at # regardless of
convergence. By blocking it at 0, you basically see the intial values.

Renzo

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*From   "Santos, Maria Emma" <maria.e.santos@vanderbilt.edu> 
To   statalist@hsphsun2.harvard.edu 
Subject   st: Convergence not achieved in MLE Heckman 
Date   Thu, 17 Mar 2005 12:11:10 -0600 

----------------------------------------------------------------------------
----

Hello!

I am using MLE Heckman procedure with standard errors corrected for
heteroskedasticity and clustering, with the options iterate(0)  and
"difficult".

I get estimations but it says: "Convergence not achieved". My question is if
the
fact that convergence has not been achieved makes the estimations
unreliable.
If that is the case, what should I do to try to improve estimations?
I have tried dropping some variables but still convergence is not achieved.

Also, I haven't been able to use the Heckman two steps procedure because I
need
to weight the variables.

I would really appreciate if someone could give me some advice on this issue
or
at least some reference where I can get information.

Sincerely yours,
Maria.
-----------------------------------------------------------------
Santos, Maria Emma
Vanderbilt University
Email: maria.e.santos@Vanderbilt.Edu


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