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Re: st: problem with truncreg


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: problem with truncreg
Date   Sun, 27 Sep 2009 15:41:50 -0400

Rich Steinberg <rsteinbe@iupui.edu> :
Perhaps the model (truncated normal error) is simply not very
appropriate for your data--you might try transforming your variables
if that makes sense in your setting.
webuse laborsub, clear
truncreg whrs kl6 k618 wa we, ll(0)
g s=(whrs)^2
truncreg s kl6 k618 wa we, ll(0)

On Tue, Sep 22, 2009 at 4:44 PM, Rich Steinberg <rsteinbe@iupui.edu> wrote:
> I've been trying truncreg and no matter what maximization technique I
> try, I get a few "backups" and then the iteration terminates with the
> following message:
>
> numerical derivatives are approximate
> nearby values are missing
> numerical derivatives are approximate
> nearby values are missing
> cannot compute an improvement -- discontinuous region encountered
> r(430);
>
> Shortening my list of control variables did not eliminate the problem.
>
> I understand problems with concavity.  Although they are present, they
> do not seem to be the source of this error.
> Perhaps I am being dense, but what could cause the likelihood to become
> discontinuous? Is there a fix up or is this problem inherent.  (Note --
> this is unconstrained).
>

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