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RE: st: truncreg:could not calculate numerical derivatives


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   stata list <statalist@hsphsun2.harvard.edu>
Subject   RE: st: truncreg:could not calculate numerical derivatives
Date   Wed, 16 Sep 2009 13:05:13 +0000 (GMT)

--- Fiona Wong  wrote:
> When I use truncreg to estimate truncated regression, this error always
> appear: 
> could not calculate numerical derivatives
> missing values encountered
> r(430);
> 
> I tried to begin with very simple model: just use one independent 
> variable, but this error still exists. My database has more than 20k 
> data, this may cause problem to find initial value for the model. I
> also tried to take a sample from this database(1%), like 200, the
> model works. But I need to use all my 20k data, is there a better way 
> to estimate truncated regression?

This could be due to outliers (which were by chance ommited in your
subsamples). This kind of technique can be very sensitive to outliers. 

-- Maarten

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

http://www.maartenbuis.nl
--------------------------


      


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