Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

AW: 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: AW: st: AW: redprob: could not calculate numerical derivatives... r(430)
Date   Mon, 16 Nov 2009 10:09:39 +0100

<> 


I suspect that the -from()- issue that we have discussed thus far is a side
issue to some more fundamental problem with your data. What happens when you
run a pooled -probit- model? Do you get sensible results?



HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Doris
Oberdabernig
Gesendet: Montag, 16. November 2009 10:00
An: statalist@hsphsun2.harvard.edu
Betreff: Re: AW: st: AW: redprob: could not calculate numerical
derivatives... r(430)

Hello Martin,

I already found the examples in
http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/stewart/stata/red
probnote.pdf
and http://www.stata-journal.com/sjpdf.html?articlenum=st0106,
and read what was written at
http://www.stata.com/statalist/archive/2006-04/msg00379.html and
http://www.stata.com/statalist/archive/2006-04/msg00369.html, but i could
not
find a solution for the problem.

I still get the error message:

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

also when I proceed like in the examples above with my data. I already made
sure
that the panel is balanced and tried out different specifications.
Unfortunately I could not find a response to the post of Georgios who seemed
to
have the same problem neither.

I suppose the problem has to be somewhere else, I just cannot find out
where. I
would be grateful for any ideas.

Cheers,
Doris




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

>
> <>
>
> 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
> >
> > *
> > *   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/
> >
> >
> > *
> > *   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/
> >
>
>
>
> *
> *   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/
>
>
> *
> *   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/
>



*
*   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/


*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index