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st: Triprobit & mvprobit errors (trivariate probit model)


From   "Stephen P. Jenkins" <stephenj@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
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" <tiffany.davenport@yale.edu>
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
should
at least exceed the square root of the sample size (SJ 3(3)) but I
have
tried larger values of R as well.  At 600 draws, I stopped the
analysis
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
draws
at which point nothing happened (no errors, no output) for 4 hours,
and,
unfortunately, I could not leave the program running on this
particular
occasion, so this may have been an issue of computing capacity. I am
making
arrangements to run the larger number of draws on a different machine.
With
the -difficult- command, I receive the same ""Warning: cannot do
Cholesky
factorization of rho matrix" and error 430 (syntax and output below).
I
will try some of the options for speeding up the computing time,
reconsider
my specification, progressively increase the number of draws from a
smaller
number upward, vary the technique, and look at your article in SJ 6(2)
per
your suggestions.  Thanks again. 

Tiffany
(Output is below for your reference.)
<snip>
---------------------------------

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.


Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Director, Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.
http://www.iser.essex.ac.uk  
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/ 
Downloadable papers and software: http://ideas.repec.org/e/pje7.html

Learn about the UK's new household panel survey, the United Kingdom
Household Longitudinal Study: http://www.iser.essex.ac.uk/ukhls/ 



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