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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 |

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 * * 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/

------------------------------------------- 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 WWW: http://www.nd.edu/~rwilliam * * 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/

**References**:**st: Trouble with ml init and convergence***From:*Dana Chandler <dchandler@gmail.com>

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