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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 16:06:24 -0500

It would help greatly if you were to post the command exactly as you type
it.
According to the syntax you are using it may also help to see 
. count if depvar>=.
Where depvar is your "main" dependent variable

When you say "the iteration log keeps showing "not concave" messages" for
how long do you mean? It is not infrequent to show "not concave" for several
iterations at the beginning and then the problems solves itself out.

General advice:
Start to fit a simpler model, and add back things one by one. Look if there
is one option, or one variable that causees things go wrong.

Renzo


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----
*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


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