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Re: st: Convergence not achieved in MLE Heckman


From   "Santos, Maria Emma" <maria.e.santos@vanderbilt.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Convergence not achieved in MLE Heckman
Date   Thu, 17 Mar 2005 14:48:17 -0600

Dear Renzo,

Thank you for the advice. The problem is that after excluding iterate (0) the
iteration log keeps showing "not concave" messages...

Maria.

Quoting Renzo Comolli <renzo.comolli@yale.edu>:

> 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
> 
> ----------------------------------------------------------------------------
> ----
> *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
> 
> 
> *
> *   For searches and help try:
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> 


-----------------------------------------------------------------
Santos, Maria Emma
Vanderbilt University
Email: maria.e.santos@Vanderbilt.Edu
*
*   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/



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