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From |
Joerg Luedicke <joerg.luedicke@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: reoprob claims to have no observations |

Date |
Tue, 25 Oct 2011 09:24:53 -0400 |

Just as a general remark, I believe you could save some time by using -gllamm- (SSC) instead of -reoprob-. See: http://www.stata.com/statalist/archive/2011-07/msg00057.html Joerg On Tue, Oct 25, 2011 at 9:10 AM, Benjamin Volland <volland@econ.mpg.de> wrote: > I guess, Nick was right, again. I just realized that I had not downloaded > the update by Guillaume R. Frechette (May 2001, Stata Technical Bulletin, > 61, p. 12: http://www.stata.com/products/stb/journals/stb61.pdf), which > deals with unexpected abortions of maximization. With the update installed, > the program runs like a charm. Hope this helps. > > Best, Ben > > On 05/09/2011 14:24, Nick Cox wrote: >> >> -reoprob-'s code suggests that it ignores missings in a standard way, >> and it is a wrapper for -oprobit- which would do that too. So, >> although it's good that you got results, my hunch is that the >> explanation lies elsewhere. >> >> Nick >> >> On Mon, Sep 5, 2011 at 1:06 PM, Benjamin Volland<volland@econ.mpg.de> >> wrote: >>> >>> Dear statalisters, >>> >>> just in case anyone runs into similar problems, I wanted to post that the >>> "solution" to the problem described below, was in the end fairly simple. >>> $indepvar contains the lagged dependent variable, which is (naturally) >>> missing for the first observation. Once I deleted the first observation >>> for >>> each unit of analysis reoprob ran without a problem. Hence, my hunch is >>> that >>> reoprob cannot deal with missing values. Hope this helps. >>> >>> Best, Ben >>> >>> On 30/08/2011 15:04, Benjamin Volland wrote: >>>> >>>> Dear statalisters, >>>> >>>> I'm currently trying to run a dynamic ordered probit random effects >>>> panel estimation as suggested by Woolridge (2005, Journal of Applied >>>> Econometrics, Vol. 20 (1), pp. 39-54). >>>> I therefore make use of the reoprob command written by Guillaume >>>> Frechette (2001, Stata Technical Bulletin, Vol. 10 (59), pp. 23-27). >>>> I am using Stata version 10.1. >>>> The panel is unbalanced (between 5 and 12 observations per unit of >>>> observation). The dependent has 12 steps. The independents contain the >>>> LDV, a number of controls (mostly dummies), plus the initial value of >>>> the dependent and the mean values of all independents (as suggested by >>>> Woolridge). I run a simple pooled ordered probit model up front to >>>> identify all variables that may cause problems of multicollinearity >>>> (e.g. the mean values of sex and race are the same as the actual values >>>> of sex and race). These are dropped before the reoprob estimation, which >>>> looks like this: >>>> >>>> . reoprob foodc $indepvar $meanvarfood $ofoodvar firstfoodc, i(pid) >>>> >>>> The program then (w/out any problem) runs through the constant-only >>>> model >>>> >>>> . Fitting constant-only model: >>>> >>>> . Iteration 0: log likelihood = -28629.788 >>>> . Iteration 1: log likelihood = -26312.933 >>>> . Iteration 2: log likelihood = -26271.232 >>>> . Iteration 3: log likelihood = -26269.137 >>>> . Iteration 4: log likelihood = -26269.133 >>>> . Iteration 5: log likelihood = -26269.133 >>>> >>>> but after the first iteration of the full model, stata tells me that >>>> there are no observations >>>> >>>> . Fitting full model: >>>> >>>> . Iteration 0: log likelihood = -23495.781 (not concave) >>>> . no observations >>>> . r(2000); >>>> >>>> Interestingly, when I specify the - trace - option it also performs >>>> Iteration 1 before returning the same error code. >>>> - xtreg ..., re - runs w/out problems (so does the user-written command >>>> xtabond2 [Roodman]). >>>> Does anyone have a suggestion how I could fix this? >>>> >>>> Thanks so much, Ben >> >> * >> * For searches and help try: >> * http://www.stata.com/help.cgi?search >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ >> >> > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: reoprob claims to have no observations***From:*Benjamin Volland <volland@econ.mpg.de>

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