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st: mvprobit and changing results


From   "U.G. Narloch" <ugn20@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: mvprobit and changing results
Date   21 Jul 2008 18:30:53 +0100

Dear Statalist Users,

I use two do-files: the first one for generating the dataset from different dta-files and the second one for running the data analysis focusing on a mv-probit model drawing on the dataset generated from the first do-file.

I have just realised that every time I replace the previous dataset.file by simply rerunning the first do-file the mv-probit results for exactly the same model specifiaction change. Coefficients and standard errors vary slightly, but the output for the correlation coefficients between error terms change significantly (sometimes even from negative to positive significance).

As the output for other estimation commands (reg, probit, etc.) does not change I guess that this is due to the mvprobit. But I do not understand what could be the reason for this.

Is there anyone having an idea what is going on?

I am grateful for any comments!

Thanks,
Ulf Narloch




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