Re: st: Reoprob - problem with convergence and superxt

[Richard Williams <richardwilliams.ndu@gmail.com>]

At 09:13 AM 6/17/2011, Andrea Mannberg wrote:
> Dear Statalisters,
>
> I am trying to estimate a random effects ordered probit model of the form:
>
>
> reoprob trust_trade ptreatment treatment  year99 tradeout age sex 
> read write maleadult femaleadult oxen livestock landarea security1 
> security2 conflict zone , i(hhid) quadrat(12) level(95)
>
> Where the dependent variable has 4 categories. I have tried changing 
> the quadrature, the level, and the tolerance levels (ltol and tol) , 
> nothing helps. Stata is having a problem of getting the "constant 
> only" model to converge. The panel is unbalanced, perhaps that is 
> part of the problem. However, I have estimated this model for a set 
> of different ordinal dependent variables from the same unbalanced 
> panel, all converge except this one.
>
> I've understood that the "superxt" command can be of help in these 
> situations. I have installed it. However, when I try to run it, 
> stata reads the command as "xtreoprob" which it does not recognize.
>
> The code that I have used is:
>
> superxt reoprob trust_trade ptreatment treatment  year99 tradeout 
> age sex read write maleadult femaleadult oxen livestock landarea 
> security1 security2 conflict zone , i(hhid)
>
> I must be writing the code wrong, but I don't see how to write it 
> differently. Is it the case that superxt does not work for reoprob? 
> If superxt does not work for reoprob, any suggestions on how to get 
> the model to converge would be immensely appreciated.

First off, be clear as to where these user-written programs come 
from. I am guessing this is the link:

http://homepages.nyu.edu/~gf35/html/code.htm

Second, it looks to me like superxt only worts with Stata's own xt 
programs. Although I suppose you could try renaming reoprob to 
xtreoprob (and changing the internal code accordingly) and see if by 
some miracle it worked.


-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME:   (574)289-5227
EMAIL:  Richard.A.Williams.5@ND.Edu
WWW:    http://www.nd.edu/~rwilliam

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