Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: relax the convergence criteria in ivprobit model

From   xueliansharon <>
Subject   st: relax the convergence criteria in ivprobit model
Date   Sat, 21 May 2011 14:28:46 -0700 (PDT)


When I run the ivprobit model in Stata, sometimes the ivprobit model doesn't
converge under the default convergence criteria, however, when I relax the
criteria a bit, e.g. relaxing it from 1e-7 to 2e-7, the model converges. And
when I try different sets of IVs, the coefficient estimates are quite

Are the coefficients gotten under such relaxed convergence criteria

Another question: in the help file of "maximize", it says that
"nrtolerance(#) specifies the tolerance for the scaled gradient. 
Convergence is declared when g*inv(H)*g' < nrtolerance(). The default is
nrtolerance(1e-5)." However, when I run ivprobit in the reality, I find that
the default value for nrtol is (1e-7), not (1e-5). Any explanation about

Thanks for your response in advance.


View this message in context:
Sent from the Statalist mailing list archive at
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index