Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: Marginal effects after ivprobit


From   "Scott Merryman" <smerryman@kc.rr.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: Marginal effects after ivprobit
Date   Tue, 13 Sep 2005 19:47:28 -0500

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] On Behalf Of Tinna
> Sent: Tuesday, September 13, 2005 4:57 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: RE: Marginal effects after ivprobit
> 
> And one more semi-related thing:
> 
> When I use the endogenous variable in it's continuous form (and a
> square form) I get endless iterations until I give up. See below:
> 

<snip>

You might try adding the -difficult- option and/or changing the maximization
algorithm (see [R] maximize).  The following algorithms are available:

technique(nr) specifies Stata's modified Newton-Raphson (NR) algorithm.

technique(bhhh) specifies the Berndt-Hall-Hall-Hausman (BHHH) algorithm.

technique(dfp) specifies Davidon-Fletcher-Powell (DFP) algorithm.

technique(bfgs) specifies the Broyden-Fletcher-Goldfarb-Shanno (BFGS)
algorithm.

You can have Stata switch between the algorithms, for example:

-ivprobit depvar [varlist1] (varlist2 = varlist_iv), technique(nr 10 bhhh 10
dfp 10 bfgs 10) difficult nolog-


Scott



*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index