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st: Heteroskedastic probit


From   mmolina@uniroma3.it
To   statalist@hsphsun2.harvard.edu
Subject   st: Heteroskedastic probit
Date   Thu, 30 Apr 2009 16:19:26 +0200 (CEST)

Dear Statalist,
I run this model:
hetprob newprod normscapab n5a e6 d12b Le8c if a4b==5, het(normscapab)
and obtained this result: convergence not achieved.
Is tis anyway to rescue the model?
Best,
Alejandra Molina

Heteroskedastic probit model                    Number of obs     =       
165
                                                Zero outcomes     =       
 56
                                                Nonzero outcomes  =       
109

                                                Wald chi2(5)      =     
10.61
Log likelihood = -97.15464                      Prob > chi2       =    
0.0596

------------------------------------------------------------------------------
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
newproc      |
  normscapab |  -.1146763   .0552553    -2.08   0.038    -.2229748  
-.0063779
         n5a |   4.15e-10   4.03e-10     1.03   0.303    -3.75e-10   
1.20e-09
          e6 |   .0098537   .0189325     0.52   0.603    -.0272533   
.0469607
        d12b |  -.0004825   .0004277    -1.13   0.259    -.0013208   
.0003557
        Le8c |   7.37e-07   4.60e-07     1.60   0.110    -1.66e-07   
1.64e-06
       _cons |   .0818565   .0498956     1.64   0.101     -.015937   
.1796501
-------------+----------------------------------------------------------------
lnsigma2     |
  normscapab |  -5.064362          .        .       .            .        
  .
------------------------------------------------------------------------------
convergence not achieved









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