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

From |
Sridhar Telidevara <sridhar.telidevara@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Heckman two-step estimator |

Date |
Sun, 14 Feb 2010 10:26:54 -0500 |

I am sorry... I did reinstall cmp and -which cmp- which cmp c:\ado\plus\c\cmp.ado *! cmp 3.5.1 2 February 2010 *! David Roodman, Center for Global Development, Washington, DC, www.cgdev.org *! Copyright David Roodman 2007-10. May be distributed free. and the problem still remains even after reinstallation... Fitting full model. cmp_lnL(): 3499 ghk2setup() not found <istmt>: - function returned error r(3499); Sridhar On Sun, Feb 14, 2010 at 10:09 AM, Martin Weiss <martin.weiss1@gmx.de> wrote: > > <> > > > You still owe the list answers to the questions at the bottom of my previous > post, though... > > > > HTH > Martin > > -----Ursprüngliche Nachricht----- > Von: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Sridhar > Telidevara > Gesendet: Sonntag, 14. Februar 2010 16:07 > An: statalist@hsphsun2.harvard.edu > Betreff: Re: st: RE: Heckman two-step estimator > > I ran the same program that you sent me. It fits the individual models > but not the full model. > > . clear* > > . > . cmp setup > > . > . webuse laborsup > > . > . gen byte kids2 = kids + int(uniform()*3) > > . > . cmp (kids=fem_educ) (kids2=fem_educ), ind($cmp_oprobit $cmp_oprobit) nolr > > Fitting individual models as starting point for full model fit. > > Iteration 0: log likelihood = -800.76494 > Iteration 1: log likelihood = -800.48687 > Iteration 2: log likelihood = -800.48687 > > :::::results::::::: > > Fitting full model. > > cmp_lnL(): 3499 ghk2setup() not found > <istmt>: - function returned error > r(3499); > > . > . tech(dfp) qui > unrecognized command: tech > r(199); > > > Error 3499: The specified variable or function could not be found. > In the case of a function, it was not already loaded, it is not > in the libraries, and there is no .mo file with its name. > > > Sridhar > > > On Sun, Feb 14, 2010 at 9:41 AM, Martin Weiss <martin.weiss1@gmx.de> wrote: >> >> <> >> >> This example runs without a hitch for me: >> >> ************* >> clear* >> cmp setup >> webuse laborsup >> gen byte kids2 = kids + int(uniform()*3) >> cmp (kids=fem_educ) (kids2=fem_educ), ind($cmp_oprobit $cmp_oprobit) nolr >> tech(dfp) qui >> ************* >> >> >> You may want to -ssc uninstall cmp- and then -ssc inst cmp-. >> >> What does -which cmp- give you? >> >> >> HTH >> Martin >> >> -----Ursprüngliche Nachricht----- >> Von: owner-statalist@hsphsun2.harvard.edu >> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Sridhar >> Telidevara >> Gesendet: Sonntag, 14. Februar 2010 15:34 >> An: statalist@hsphsun2.harvard.edu >> Betreff: Re: st: RE: Heckman two-step estimator >> >> Thank you Martin. I ran a bivariate seeming unrelated ordered probit >> just to understand the command. It says ghk2setup() not found. >> However, ghk2 is already installed and the software is up-to-date. I >> am using stata11. I also ran an example given in the help. It says the >> same. Searched web to learn more about ghk2setup() but no clue as to >> what is happening. >> >> Any thoughts? >> >> Thanks, >> >> Sridhar >> >> On Sun, Feb 14, 2010 at 4:47 AM, Martin Weiss <martin.weiss1@gmx.de> > wrote: >>> >>> <> >>> >>> Have you tried -ssc d cmp-? >>> >>> >>> HTH >>> Martin >>> >>> -----Original Message----- >>> From: owner-statalist@hsphsun2.harvard.edu >>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Sridhar >>> Telidevara >>> Sent: Sonntag, 14. Februar 2010 08:08 >>> To: statalist@hsphsun2.harvard.edu >>> Subject: st: Heckman two-step estimator >>> >>> How would one go about estimating Heckman two-step estimator if both >>> the stages involve ordinal outcomes. Say the first stage has 5 levels >>> and the second stage has 3 levels. How would one calculate >>> inverse-mills ratio in the first step and incorporate them in the >>> second step. I would highly appreciate your help. >>> >>> Thanks, >>> >>> Sridhar >>> * >>> * 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/ > * * 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/

**Follow-Ups**:**Re: st: RE: Heckman two-step estimator***From:*Sridhar Telidevara <sridhar.telidevara@gmail.com>

**References**:**st: Heckman two-step estimator***From:*Sridhar Telidevara <sridhar.telidevara@gmail.com>

**Re: st: RE: Heckman two-step estimator***From:*Sridhar Telidevara <sridhar.telidevara@gmail.com>

**Re: st: RE: Heckman two-step estimator***From:*Sridhar Telidevara <sridhar.telidevara@gmail.com>

- Prev by Date:
**st: Questions on how to make a table to report marginal effects for mlogit model with squared term and dummies** - Next by Date:
**st: re: Questions on how to make a table to report marginal effects for** - Previous by thread:
**AW: st: RE: Heckman two-step estimator** - Next by thread:
**Re: st: RE: Heckman two-step estimator** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |