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From |
Antoine Terracol <Antoine.Terracol@univ-paris1.fr> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: triprobit convergence problem |

Date |
Mon, 22 Mar 2010 11:33:30 +0100 |

Antoine Maarten buis <maartenbuis@yahoo.co.uk> a écrit :

--- On Sun, 21/3/10, Roy, Manan wrote:I am trying to estimate triprobit models with different time categories (as dummies) and 2 binary program participation variables. I have 2 almost identical data sets, one with N=1600 and the other with N=1000. There are 2 time categories for which the models are not converging. Let's call them TIME1 and TIME2.=20 TIME1 converges in N=1600 data while it doesn't in N=1000 data. The exactly opposite case holds for TIME2.1000 and 1600 seems to me a bit small for this type of model, especially when your subdividing that small sample size in smaller bits. A solution would be to stack those datasets, add dummies for dataset and periods and interactions. But instead of adding all dummies + interactions impose some reasonable constraints (leave some interactions out, saying that the effects of those variables are the same across datasets, or replace time dummies with a linear trend or a spline, etc.) These kinds of constraints allow you to use more information from similar groups to estimate the parameters, which means the model is more likely to converge. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/ -- Ce message a ete verifie par MailScanner pour des virus ou des polluriels et rien de suspect n'a ete trouve.

-- Ce message a ete verifie par MailScanner pour des virus ou des polluriels et rien de suspect n'a ete trouve. * * 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**:**Re: st: triprobit convergence problem***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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