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Re: st: RE: Marginal effects after ivprobit


From   Tinna <statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Marginal effects after ivprobit
Date   Wed, 14 Sep 2005 06:55:35 -0400

Thank you VERY much Scott for both the answers.  They are very helpful.
Tinna

On 9/13/05, Scott Merryman <smerryman@kc.rr.com> wrote:
> 
> > -----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
> 
> 
> 
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