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st: Triprobit & mvprobit errors (trivariate probit model)

From   "Stephen P. Jenkins" <>
To   <>
Subject   st: Triprobit & mvprobit errors (trivariate probit model)
Date   Thu, 31 Jul 2008 10:09:44 +0100


Date: Wed, 30 Jul 2008 10:36:47 -0400
From: "Tiffany Davenport" <>
Subject: st: RE: Triprobit & mvprobit errors (trivariate probit model)

Dear Stephen, 

Thank you very much for your comments. I appreciate your help. 

The sample size is 811. I specified the attempt at 50 because I
received a
particular error at that point; I understood that the number of draws
at least exceed the square root of the sample size (SJ 3(3)) but I
tried larger values of R as well.  At 600 draws, I stopped the
after hundreds of lines of "Warning: cannot do Cholesky factorization
of rho
matrix." See syntax and output below.  I have also tried up to 3,400
at which point nothing happened (no errors, no output) for 4 hours,
unfortunately, I could not leave the program running on this
occasion, so this may have been an issue of computing capacity. I am
arrangements to run the larger number of draws on a different machine.
the -difficult- command, I receive the same ""Warning: cannot do
factorization of rho matrix" and error 430 (syntax and output below).
will try some of the options for speeding up the computing time,
my specification, progressively increase the number of draws from a
number upward, vary the technique, and look at your article in SJ 6(2)
your suggestions.  Thanks again. 

(Output is below for your reference.)

thanks for showing output.  It only underscores my suggestion that the
problems are likely to do with your model specification (including
which covariates used), not with MSL.  In your initial post, you said
you were going to check one or two of the variables. I would devote
most energies to that initially.

Professor Stephen P. Jenkins <>
Director, Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.  
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