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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: non convergence when running Heckman selection model |

Date |
Thu, 4 Mar 2010 19:03:15 +0100 |

<> The manual [R], p. 654, reports similar problems, and implies that the -twostep- version may be more stable during estimation. HTH Martin -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Thu Phuong Truong Sent: Donnerstag, 4. März 2010 04:04 To: statalist@hsphsun2.harvard.edu Subject: st: non convergence when running Heckman selection model Dear all, I have tried to run this below Heckman selection model. However, it seems like my regression does not converge. Could anyone kindly help? . heckman precision reform analyst herfindahl5 factor1 badnews goodnews lnabsec_w lnassets_w cros > slisted lnmb_w mefevent horizon, select(forecast1=reform analyst herfindahl5 factor1 ecsign lna > bsec_w lnassets_w crosslisted lnmb_w) Iteration 0: log likelihood = -1528.4141 Iteration 1: log likelihood = -1391.554 (not concave) Iteration 2: log likelihood = -1346.221 (not concave) Iteration 3: log likelihood = -1338.1855 (not concave) Iteration 4: log likelihood = -1335.3504 (not concave) Iteration 5: log likelihood = -1332.2101 (not concave) Iteration 6: log likelihood = -1322.7847 (not concave) Iteration 7: log likelihood = -1320.0481 (not concave) Iteration 8: log likelihood = -1316.2955 (not concave) Iteration 9: log likelihood = -1314.2313 (not concave) Iteration 10: log likelihood = -1310.3296 (not concave) Iteration 11: log likelihood = -1307.7817 (not concave) Iteration 12: log likelihood = -1306.5784 (not concave) Iteration 13: log likelihood = -1305.1797 (not concave) Iteration 14: log likelihood = -1304.4682 (not concave) Iteration 15: log likelihood = -1303.2272 (not concave) Iteration 16: log likelihood = -1302.3122 (not concave) Iteration 17: log likelihood = -1301.7086 (not concave) Iteration 18: log likelihood = -1300.982 (not concave) Iteration 19: log likelihood = -1300.5817 (not concave) Iteration 20: log likelihood = -1298.9577 (not concave) Iteration 21: log likelihood = -1298.0653 (not concave) Iteration 22: log likelihood = -1297.6127 (not concave) Iteration 23: log likelihood = -1297.235 (not concave) Iteration 24: log likelihood = -1296.8556 (not concave) Iteration 25: log likelihood = -1296.4713 (not concave) Iteration 26: log likelihood = -1296.0906 (not concave) Iteration 27: log likelihood = -1295.7245 (not concave) Iteration 28: log likelihood = -1295.3545 (not concave) Iteration 29: log likelihood = -1294.9892 (not concave) Iteration 30: log likelihood = -1294.6246 (not concave) Iteration 31: log likelihood = -1294.2688 (not concave) Iteration 32: log likelihood = -1293.9114 (not concave) Iteration 33: log likelihood = -1293.5606 (not concave) Iteration 34: log likelihood = -1293.2094 (not concave) Iteration 35: log likelihood = -1292.8657 (not concave) Iteration 36: log likelihood = -1292.521 (not concave) --Break-- r(1); Many thanks, Yours sincerely, Phuong * * 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**:**st: RE: RE: non convergence when running Heckman selection model***From:*Thu Phuong Truong <Phuong.Truong@vuw.ac.nz>

**References**:**st: non convergence when running Heckman selection model***From:*Thu Phuong Truong <Phuong.Truong@vuw.ac.nz>

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