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st: Standard error calculation in predictnl
I am attempting to calculate the the marginal effects, and their
standard errors, for interaction terms in a probit model using
predictnl following Boggess
dataset is relatively large (70,000) cases.
While predictnl can calculate the mfx and std. errors for most of the
interactions, there remain some whose standard errors cannot be
calculated. I receive the error message "Maximum number of iterations
exceeded." Changing the scale of the variables such that the mfx
aren't too small has helped in some cases, but not in all. Also,
increasing the number of iterations and using the "force" option have
In advice would be appreciated.
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