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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to choose consistent starting values |

Date |
Mon, 31 Aug 2009 15:11:32 +0000 (GMT) |

--- On Mon, 31/8/09, amatoallah ouchen wrote: > I'm using a tobit model with friction, and the parameters > have to be estimated by the maximum likelihood procedure, > the number of iterations are exceeded, because the > starting points i'm using are not good, is there is any > way to choose consistent starting points? I am a bit confused about what you mean with "a tobit model with friction". Is this a special type of tobit model, or does that mean that you are haveing difficulty with estimating a regular tobit model (using -tobit-). In the former case: can you tell us exactly what commands you used? In the latter case: -tobit- is a reasonably well behaved model, where the starting values provided by Stata should work. If it doesn't converge than that indicates that there is something fundamentally wrong with your model, e.g. (virtually) all your observations are censored, a (set of) variable(s) perfectly predcits the probability of being consored, etc. In this can easily remain unnoticed during univariate or bivariate inspection of your data, as missing values on other variables in the model will cause these observations to be dropped from the analysis. I would do the following. Say that your dependent variable is y and censoring happens at y=0, and your independent variables are x1 and x2. First create a dummy indicating whether an observation is used in the analysis: gen byte touse = !missing(y, x1, x2) Check the number of censored and non-censored obs: gen byte censored = y == 0 if touse == 1 tab consored if touse == 1 Check if there is perfect prediction of probability of being censored: probit censored x1 x2 if touse == 1 Do other checks to see if your model can be estimated with your data. Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl ----------------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: How to choose consistent starting values***From:*amatoallah ouchen <at.ouchen@gmail.com>

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