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st: redprob: could not calculate numerical derivatives... r(430)


From   Doris Oberdabernig <Doris.Oberdabernig@student.uibk.ac.at>
To   statalist@hsphsun2.harvard.edu
Subject   st: redprob: could not calculate numerical derivatives... r(430)
Date   Sun, 15 Nov 2009 16:55:26 +0100

Hello everybody,

I am trying to estimate a dynamic probit model with a lagged dependent binary
variable. I am using the -redprob- command (from Prof. Mark Steward, University
of Warwick, 2006) to take care of the initial conditions problem (using Stata
10.1).

The command looks like:
redprob depvar varlist (varsinit) [if exp] [in range] [, i(varname) t(varname)
quadrat(#) from(matname) ]

where varlist contains the lagged dependent (binary) variable,
varsinit contains determinants of the outcome in the first year,
i(varname) is the cross-section identifier,
t(varname) the time-identifier,
quadrat(#) specifies the number of of Gaussian--Hermite quadrature points for
the evaluation of the required integral and
from(matname) specifies a matrix containing starting values for the parameters
of the model.
Redprob estimates a random effects dynamic probit model by Maximum Likelihood.

The default for the "from" matrix uses a pooled probit for t>1 and a
separate probit for the intial period.
If I specify from(e(b)), i get the error:

could not calculate numerical derivatives
flat or discontinuous region encountered
r(430)

If I do not specify any from() option, I get the error:
Probit Model for t=1
no observations
r(2000)

It would be great if somebody could help me on this problem.
Cheers,
Doris

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