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Re: st: Heteroskedastic probit


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Heteroskedastic probit
Date   Thu, 30 Apr 2009 14:48:58 +0000 (GMT)

The variables n5a and Le8c look suspicious, are these measured on a very
small scale, i.e. are the values on these variables much larger than the 
other variables? If that is the case, then you might be able to make it 
easier for Stata by using a larger scale, for example by dividing these 
variables by a milion. 

-- Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


--- On Thu, 30/4/09, mmolina@uniroma3.it <mmolina@uniroma3.it> wrote:

> From: mmolina@uniroma3.it <mmolina@uniroma3.it>
> Subject: st: Heteroskedastic probit
> To: statalist@hsphsun2.harvard.edu
> Date: Thursday, 30 April, 2009, 3:19 PM
> 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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