Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: oheckman


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: oheckman
Date   Wed, 9 Jan 2008 15:39:43 +0000 (GMT)

--- "Ana R. Rios" <[email protected]> wrote:
> I am trying to use oheckman but I am getting the
> following message:
> "Warning: Estimate of rho1 = . is outside feasible
> interval [-1, 1]."
> I would appreciate any suggestions/insights on how to
> overcome this problem.

It seems that -oheckman- has "converged" to an 
infeasible solution. The solution is to estimate a
better model, as you haven't told us anything about
your model I can't be very specific. One thing that
jumps to mind with any heckman-like model is to make
sure your model is properly identified, i.e. use 
instruments instead of relying on non-linearity.
Another thing you might want to look at is to use
the -twostep- option and see if that leads to any
better estimates.

-- Maarten

BTW. -oheckman- is not in official Stata, so tell
us where you got it.

-----------------------------------------
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/
-----------------------------------------


      __________________________________________________________
Sent from Yahoo! Mail - a smarter inbox http://uk.mail.yahoo.com

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index