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Re: st: IV probit and non convergence


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV probit and non convergence
Date   Tue, 12 Oct 2010 16:24:47 -0400

Mariana Spatareanu Manole <mariana35@gmail.com> :
First check identification using a linear probability model fitted
with -ivreg2- (on SSC).

On Tue, Oct 12, 2010 at 12:21 PM, Mariana Spatareanu Manole
<mariana35@gmail.com> wrote:
> Hello,
>
>
>
> I am running ivprobit regressions, and I have 4 endogenous continuous
> variables -  I can run the regressions with only one endogenous
> variable at a time,
>
> but the ivprobit does not converge when I introduce all of them in
> the regression.
>
> It keeps on running and displays the following:
>
>
>
> Fitting full model
>
>
>
> Iteration 0:   log pseudolikelihood = -19244.386
>
> Iteration 1:   log pseudolikelihood = -19243.321  (not concave)
>
> ...
>
> Iteration 35:  log pseudolikelihood = -19242.958  (not concave)
>
> Iteration 36:  log pseudolikelihood = -19242.958  (not concave)
>
>
>
> Do you have any suggestions what to do in  cases like this?
>
>
>
> Thank you,
>
> Mariana

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