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


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: AW: redprob: could not calculate numerical derivatives... r(430)
Date   Sun, 15 Nov 2009 18:05:08 +0100

<> 

Well, using the example contained in
http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/stewart/stata/red
probnote.pdf, section 2.3, here you can see how the point estimates
emanating from a pooled -probit- can be used subsequently for -redprob-.
Weirdly enough, the example in the pdf does not run for me w/o adding the
-bstart1- -matrix- myself. Omitting the call to -from(bstart1)- from the
command yields the result in the pdf, though.



*************
u http://www.stata-press.com/data/r9/union.dta, clear
drop if year<78 | year==83
bys idcode: keep if _N==6

sort idcode year
by idcode: gen byte tper = _n
by idcode: gen Lunion = union[_n-1]

probit union Lunion age /* 
*/ grade south if tper!=1

mat bstart1=e(b)

redprob union Lunion age /* 
*/ grade south (age grade south not_smsa), /*
*/ i(idcode) t(tper) quadrat(24)  /* 
*/ from(bstart1)
*************

The issue has not come up too often on the list (but see
http://www.stata.com/statalist/archive/2006-04/msg00369.html), presumably
because the -program- is not accessible via -ssc- or -findit-...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Doris
Oberdabernig
Gesendet: Sonntag, 15. November 2009 17:55
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: AW: redprob: could not calculate numerical derivatives...
r(430)

Hi Martin,

thanks for your help. I tried out to define the matrix like you described it
(-mat A=e(b)- after estimation, and supply it to -redprob- via -from(A)-...)
but unfortunately this does not solve my problem. I still get the error:

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

do you have any other suggestions?

Thanks,
Doris


Zitat von Martin Weiss <martin.weiss1@gmx.de>:

>
> <>
>
> So -redprob- is not accessible via -findit-, but through
> http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/stewart/stata/
>
> As discussed recently on the list, your -e(b)- is an -ereturn- matrix, but
> not what -redprob- obviously wants, a full-fledged Stata matrix.
>
> Try -mat A=e(b)- after estimation, and supply it to -redprob- via
> -from(A)-...
>
>
>
> HTH
> Martin
>
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Doris
> Oberdabernig
> Gesendet: Sonntag, 15. November 2009 16:55
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: redprob: could not calculate numerical derivatives... r(430)
>
> 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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