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st: Standard error calculation in predictnl


From   [email protected]
To   [email protected]
Subject   st: Standard error calculation in predictnl
Date   Wed, 30 Aug 2006 19:01:20 -0400

Dear Statalisters,

I am attempting to calculate the the marginal effects, and their standard errors, for interaction terms in a probit model using predictnl following Boggess (http://www.stata.com/support/faqs/stat/mfx_interact.html). The 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 not worked.

In advice would be appreciated.

Best,

Andrew Ryan
Brandeis University
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