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st: atrho0() in mvprobit


From   Zhi Su <su.zh@husky.neu.edu>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: atrho0() in mvprobit
Date   Tue, 30 Aug 2011 17:48:05 -0400

Dear Statalists:

  I estimate a five equation model using "mvprobit". And Stata return
errors "could not calculate numerical derivatives flat or
discontinuous region encountered".
  Then I am thinking to set the starting values for the off-diagonal
elements of the rho matrix. So I use "mvprobit" to estimate four among
these five equations and get rho21, rho31, rho41, rho32,rho42, rho43
from e(rhoij) . I local them in set of name "rij" and make a matrix

  local r21=e(rho21)
  .
  .
  matrix V= ( 1 ,`r21',`r31' ,`r41'\ `r21', 1, `r32', `r42'\ `r31',
`r32', 1, `r43'\ `r41', `r42', `r43', 1)

  Is the rho matrix set right?
  The "mvprobit" reference says that it should be followed by command

  matrix colnames M=

  What are the column name supposed to be?
  Can I use option "atrho0(V)"  when using "mvprobit" to estimate five
equations?
  Or any other suggestions to deal with the "could not calculate
numerical derivatives flat or discontinuous region encountered" error?
  Thanks!

Zhi Su
348 Holmes Hall
Northeastern University
360 Huntington Avenue
Boston, MA 02115
Office:1-617-373-2316
email:su.zh@husky.neu.edu
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