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Re: st: Hausman test and probit estimations


From   Tinna <statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Hausman test and probit estimations
Date   Mon, 12 Sep 2005 15:13:16 -0400

And I keep having even more problems here that I am not sure what to
make of. Does anyone have any pointers? The problem follows

.ivprobit  employment  (bmi bmisq= diet3 diet2) age agesq edu2 edu3
edu4 edu5 edu6 marriage2 marriage3 marriage4 children if male==1

Fitting exogenous probit model

Iteration 0:   log likelihood = -252.92612
Iteration 1:   log likelihood = -168.34655
Iteration 2:   log likelihood =  -162.4095
Iteration 3:   log likelihood = -162.14365
Iteration 4:   log likelihood = -162.14188
Iteration 5:   log likelihood = -162.14188

Fitting full model

initial values not feasible


On 9/12/05, Tinna <statalist@gmail.com> wrote:
> Dear Statalisters,
> 
> Can I use the hausman specification test to compare probit and ivprobit?
> I keep getting the following error message:
> 
> "no coefficients in common; specify equations(matchlist)
> for problems with different equation names."
> 
> I don't understand why. Am I doing something wrong?
> 
> My commands follow if anyone has the time to look at them
> Thanks Tinna
> 
> .quietly ivprobit employment age agesq edu2 edu3 edu4 edu5 edu6
> marriage2 marriage3 marriage4 children (OVERWbmi = diet2 diet3) if
> male==1
> 
> . est store consistent
> 
> . quietly probit employment age agesq edu2 edu3 edu4 edu5 edu6
> marriage2 marriage3 marriage4 children OVERWbmi if male==1
> 
> . hausman consistent .
> 
> no coefficients in common; specify equations(matchlist)
> for problems with different equation names.
> r(498);
> 
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