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st: Re:


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re:
Date   Thu, 15 Nov 2007 07:47:26 +0000 (GMT)

--- Ehsan Rahman <ehrahman@yahoo.com> wrote:

> Hi I am trying to do Terza's 2-step method of moments estimation in
> Stata, however I am getting a strange error message. When I run it as
> it is below, with "1-normal(t)" in the denominator of the second term

> in the correction equation, I  get the following error: "starting 
> values invalid or some RHS variables have missing values." 
> If however, I simlply change "1-normal(t)" to ".99999-normal(t)" the
> estimation runs as expected. 

Looks like you've been bitten by a precision problem. A calculation
like 1-normal(t) may cause numerical problems, a more stable version of
this calculation is normal(-t). A clear explanation can be found in
William Gould (2006) "Mata matters: precision", The Stata Journal,
6(4), pp. 550-560.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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