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Re: st: Backed-up message on last iteration


From   Shourjo Chakravorty <shourjo@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Backed-up message on last iteration
Date   Tue, 4 Oct 2011 11:40:48 -0400

Hi Austin,

The method you suggested is exactly what I have been doing. I still
get the backed-up message on the last iteration when using the
estimated coef vector as the starting point. Although in this case I
have the options "partial", "technique()" and "difficult" on. Should I
turn them off and do the biprobit estimation with the estimated
coefficient vector as the starting point? And also if these results
cannot be trusted, should I be checking the gradient vector?

Shourjo

On 4 October 2011 10:18, Austin Nichols <austinnichols@gmail.com> wrote:
> Shourjo Chakravorty <shourjo@gmail.com> :
>
> What happens when you restart -biprobit- without the options, using
> the estimated coef vector as your starting point?
>
> webuse school, clear
> biprobit private vote logptax loginc years, tech(bfgs)
> mat b=e(b)
> biprobit private vote logptax loginc years, from(b)
>
> Only you can clarify your confusion.
>
> On Mon, Oct 3, 2011 at 10:19 PM, Shourjo Chakravorty <shourjo@gmail.com> wrote:
>> Btw I am using Stata11.
>>
>> On 3 October 2011 22:02, Shourjo Chakravorty <shourjo@gmail.com> wrote:
>>> Hello,
>>>
>>> I am estimating a partially-observable biprobit model with the dfp and
>>> bfgs techniques.Sometimes I get the "backed-up message" on the last
>>> iteration. I've read the archives here and it says I can trust the
>>> results. I am asking because in the book by Gould, Pitblando and Poi
>>> (2010) "maximum likelihood estimation with stata" it states that I
>>> cannot trust the results if the last iteration has this message (page
>>> 20). I am a beginner and would be grateful if someone could clarify my
>>> confusion.
>>>
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