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st: Error r(303) when using the constraint command


From   "Roy, Manan" <mroy@mail.smu.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Error r(303) when using the constraint command
Date   Thu, 1 Apr 2010 15:34:13 -0500

Hi Everybody,

I am estimating a biprobit model, and I intend to impose different constraints.
So, I am using a loop to create the different constraints, and then using these one by one.
I am using STATA 11.

Here is what I do:

forval c=1/6 {
 loc cc=(`c'-1)/10
 local athrho=1/2*ln((1+`cc')/(1-`cc'))
 const `c' [athrho]_cons=`athrho'
 }
* constrained biprobit regression
forval c=1/6 {
biprobit (y = d `xvars') (d = `xvars'), const(`c')
estimates store m`c'
}

The output looks like this:

Fitting comparison equation 1:
(note: constraint number 1 caused error r(303))
Iteration 0:   log likelihood = -3954.7171
Iteration 1:   log likelihood = -3696.4398
Iteration 2:   log likelihood = -3694.1082
Iteration 3:   log likelihood = -3694.1066
Iteration 4:   log likelihood = -3694.1066
Fitting comparison equation 2:
(note: constraint number 1 caused error r(303))
Iteration 0:   log likelihood = -5355.7337
Iteration 1:   log likelihood = -3064.5305
Iteration 2:   log likelihood = -3029.2813
Iteration 3:   log likelihood = -3028.7581
Iteration 4:   log likelihood = -3028.7373
Iteration 5:   log likelihood = -3028.7367
Iteration 6:   log likelihood = -3028.7366
Iteration 7:   log likelihood = -3028.7366
Comparison:    log likelihood = -6722.8432
Fitting full model:
Iteration 0:   log likelihood = -6722.8432
Iteration 1:   log likelihood = -6722.8432
Seemingly unrelated bivariate probit              Number of obs   =       7876
                                                  Wald chi2(65)   =    3414.42
Log likelihood = -6722.8432                       Prob > chi2     =     0.0000
 ( 1)  [athrho]_cons = 0
------------------------------------------------------------------------------
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
y    |
      d |    .122906   .0459438     2.68   0.007     .0328578    .2129543
       white |   -.323308   .0415659    -7.78   0.000    -.4047757   -.2418402
       black |  -.5275627   .0502684   -10.49   0.000    -.6260869   -.4290385
         age |  -.0808872   .0085189    -9.49   0.000     -.097584   -.0641904
        male |   .0592134   .0332836     1.78   0.075    -.0060212     .124448
       ses2q |   -.106484   .0545631    -1.95   0.051    -.2134256    .0004576
       ses3q |   -.035802   .0688905    -0.52   0.603     -.170825     .099221
       ses4q |   .0479943   .0871346     0.55   0.582    -.1227864     .218775
       ses5q |   .0798271    .109375     0.73   0.465    -.1345441    .2941982
     wicprg1 |   .2439878   .0522145     4.67   0.000     .1416492    .3463264
 wicprgmiss1 |   .2532862   .0587658     4.31   0.000     .1381074    .3684651
       mwest |   .0170592   .0561952     0.30   0.761    -.0930814    .1271999
       south |   -.056428   .0524807    -1.08   0.282    -.1592882    .0464323
        west |   .0576014   .0564434     1.02   0.307    -.0530256    .1682284
      urbana |  -.1209286    .050942    -2.37   0.018    -.2207731    -.021084
      urbanc |  -.0427388   .0635592    -0.67   0.501    -.1673125    .0818349
      hhsize |   .0392937   .0115417     3.40   0.001     .0166724     .061915
      momage |  -.0124046   .0031431    -3.95   0.000     -.018565   -.0062442
  momagemiss |  -.5772956   .4423098    -1.31   0.192    -1.444207    .2896156
       mltHS |  -.6551118   .4854976    -1.35   0.177     -1.60667     .296446
         mHS |  -.5745211   .4857891    -1.18   0.237     -1.52665     .377608
     msmcoll |  -.5292191   .4874029    -1.09   0.278    -1.484511     .426073
         mBA |  -.4779349   .4903919    -0.97   0.330    -1.439085    .4832156
       mgtBA |  -.3893851   .4937717    -0.79   0.430     -1.35716    .5783897
       dltHS |   .0680494    .103982     0.65   0.513    -.1357517    .2718505
         dHS |   .1241534   .1038614     1.20   0.232    -.0794112     .327718
     dsmcoll |   .1102334   .1087275     1.01   0.311    -.1028686    .3233354
         dBA |   .1891118   .1202023     1.57   0.116    -.0464804    .4247039
       dgtBA |   .2779827   .1305615     2.13   0.033     .0220868    .5338786
     married |   .1083885   .0435551     2.49   0.013     .0230221    .1937548
 marriedmiss |  -.9089542   .5813536    -1.56   0.118    -2.048386     .230478
       momwt |   .0020479   .0009942     2.06   0.039     .0000993    .0039965
   momwtmiss |  -.0398787   .0420232    -0.95   0.343    -.1222427    .0424853
       _cons |   2.118674   .5120097     4.14   0.000     1.115154    3.122195
-------------+----------------------------------------------------------------
d        |
       white |   .1507245   .0454241     3.32   0.001      .061695    .2397541
       black |   .0263325   .0554181     0.48   0.635     -.082285      .13495
         age |  -.0235513   .0096604    -2.44   0.015    -.0424852   -.0046173
        male |  -.0531481   .0366683    -1.45   0.147    -.1250167    .0187204
       ses2q |   .5323748   .0585236     9.10   0.000     .4176707    .6470789
       ses3q |   .8612891   .0709974    12.13   0.000     .7221368    1.000442
       ses4q |   1.112707   .0889857    12.50   0.000      .938298    1.287115
       ses5q |   1.722265   .1247021    13.81   0.000     1.477853    1.966676
     wicprg1 |  -.4686316   .0510844    -9.17   0.000    -.5687551   -.3685081
 wicprgmiss1 |   .7060422   .0581189    12.15   0.000     .5921313    .8199531
       mwest |   -.103406   .0626162    -1.65   0.099    -.2261314    .0193195
       south |  -.3248504   .0581562    -5.59   0.000    -.4388344   -.2108663
        west |  -.0936663   .0614129    -1.53   0.127    -.2140334    .0267008
      urbana |   .1457413   .0551406     2.64   0.008     .0376677    .2538149
      urbanc |   .0162414   .0681164     0.24   0.812    -.1172643    .1497471
      hhsize |  -.0471504    .012168    -3.87   0.000    -.0709992   -.0233015
      momage |   .0201872    .003363     6.00   0.000     .0135959    .0267784
  momagemiss |   .1690383   .5073341     0.33   0.739    -.8253182    1.163395
       mltHS |   .3119018    .551964     0.57   0.572    -.7699278    1.393731
         mHS |   .4489505   .5516901     0.81   0.416    -.6323423    1.530243
     msmcoll |    .360441   .5532024     0.65   0.515    -.7238157    1.444698
         mBA |   .3210744   .5568311     0.58   0.564    -.7702944    1.412443
       mgtBA |   .3835983   .5641698     0.68   0.497    -.7221542    1.489351
       dltHS |   .4367679   .1312863     3.33   0.001     .1794514    .6940843
         dHS |   .4892686   .1301381     3.76   0.000     .2342027    .7443346
     dsmcoll |    .415516   .1333935     3.11   0.002     .1540696    .6769625
         dBA |   .3870684    .146481     2.64   0.008      .099971    .6741658
       dgtBA |   .3365731   .1647762     2.04   0.041     .0136177    .6595284
     married |   .4619601   .0426267    10.84   0.000     .3784133     .545507
 marriedmiss |  -4.761327   242.2242    -0.02   0.984    -479.5121    469.9894
       momwt |   .0003644   .0010888     0.33   0.738    -.0017697    .0024985
   momwtmiss |   .0656976   .0464471     1.41   0.157    -.0253371    .1567322
       _cons |  -1.816991    .583467    -3.11   0.002    -2.960565   -.6734167
-------------+----------------------------------------------------------------
     /athrho |  (omitted)
-------------+----------------------------------------------------------------
         rho |  (omitted)
------------------------------------------------------------------------------


I get this warning for all the 6 constraints: (note: constraint number n caused error r(303)); n=1,2, ..., 6
Any comments/suggestions will be very helpful!

Thanks,

Manan

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