Thank you VERY much Scott for both the answers. They are very helpful.
Tinna
On 9/13/05, Scott Merryman <[email protected]> wrote:
>
> > -----Original Message-----
> > From: [email protected] [mailto:owner-
> > [email protected]] On Behalf Of Tinna
> > Sent: Tuesday, September 13, 2005 4:57 PM
> > To: [email protected]
> > 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
>
>
>
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>
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