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RE: st: RE: Marginal effects after ivprobit

From   "Scott Merryman" <>
To   <>
Subject   RE: st: RE: Marginal effects after ivprobit
Date   Tue, 13 Sep 2005 19:47:28 -0500

> -----Original Message-----
> From: [mailto:owner-
>] On Behalf Of Tinna
> Sent: Tuesday, September 13, 2005 4:57 PM
> To:
> 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:


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)

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-


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