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st: triprobit convergence problem


From   "Stephen P. Jenkins" <stephenj@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: triprobit convergence problem
Date   Mon, 22 Mar 2010 12:59:08 -0000

------------------------------

Date: Sun, 21 Mar 2010 17:27:20 -0500
From: "Roy, Manan" <mroy@mail.smu.edu>
Subject: st: triprobit convergence problem

Hi,

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.

I have tried using the technique option. However, I get the error
that this option's not allowed with triprobit.

I have also tried the difficult option, and specified different
number of draws.

Any suggestions on how I can make it work will be greatly
appreciated.

Thanks,

Manan
>>>>>>>>>>>>>>>>>>>

You should state the source of the user-written program
-triprobit- (it is on SSC, I believe)

You do not provide, as the Statalist FAQ asks, the precise Stata
commands that you typed and the output that was produced.  

And, sorry, the nature of your trivariate probit specification is
unclear from what you write, in any case.

There are at least 3 other ways to estimate trivariate probit
models, and you could try them (they also allow -maximize-
options like -difficult- and -technique(...)-:

* -mvprobit- on SSC

* Generic code using a plugin (and so fast): see Cappellari &
Jenkins, Stata Journal 6(2), 2006 [article downloadable from
Stata Journal website]

* -cmp- on SSC


Stephen
-------------------------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester CO4 3SQ, UK
Tel: +44(0)1206 873374. Fax: +44(0)1206 873151
http://www.iser.essex.ac.uk 
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/survival-analysis  
Downloadable papers and software:
http://ideas.repec.org/e/pje7.html 


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