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Re: st: Trouble with ml init and convergence


From   Richard Williams <Richard.A.Williams.5@ND.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>, "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Trouble with ml init and convergence
Date   Wed, 10 Mar 2010 22:16:50 -0500

There are at least two other programs that will do ordered probit: oglm and gologit2, both available from SSC. I have no reason to expect they will succeed where others have failed, but you can try. Sometimes adding the -difficult- option to them will make the results converge. My guess is that the model is just too complicated or the data are being spread too thin, but I haven't looked at your other messages yet so I can't say. If you happen to have SPSS or PASW or whatever it is called these days, you might see if the PLUM routine can handle it.

At 08:11 PM 3/10/2010, Dana Chandler wrote:
Hi fellow statalisters -

I am working with an ordered probit that is having difficulty
converging. I don't have that much experience with maximum likelihood
estimators in Stata and think I'm probably missing something obvious.
I would greatly appreciate any help or insights that you guys have.

I wrote once before when the canned oprobit command wasn't converging
(http://www.stata.com/statalist/archive/2010-01/msg00631.html). Since
then, I have figured out how to program an ordered probit using ml lf
thanks to comments from helpful statalisters and Gould's Stata MLE
book. However, I still can't figure out how to get my function to
converge.

I'm estimating a model where I have a cross-section that includes the
population and the number of religious organizations within several
hundred towns. Each town has 0 to 5 organizations (top-coded) and I'd
like to estimate an ordered probit where the outcome is the number of
religious organizations and the predictors are population or some
transformation of the population variable.

In the simplest model, I estimate "oprobit outcome pop". This works
fine. However, for another specification, I want to allow population
to have a differing effect on the outcome variable depending on how
many organizations are already in the town. Hence, I create dummies
pop_w0-pop_w5 where I calculate DUMMY(outcome>=N)*pop. Next, I
estimate "oprobit outcome pop pop_w1 pop_w2 pop_w3 pop_w4 pop_w5".
This DOESN'T work which is why I start to use the oprobit that I
programmed with ml lf where hopefully I can set initial values to help
it converge. Unfortunately, I'm still having trouble with that.

I have attached a link to a stata dataset and example do file that
explain the methodology
(http://www.4shared.com/dir/33394700/3eb89ce2/statalist.html). I
haven't had any luck setting initial values and would greatly
appreciate anyone's suggestions.

Thanks everyone,
Dana
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Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
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