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From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

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

Date |
Tue, 25 Oct 2011 12:23:46 -0500 |

At 09:12 AM 10/25/2011, Nick Cox wrote:

I like this post. (Thanks for the closure!)

Nick n.j.cox@durham.ac.uk Benjamin Volland 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, BenjaminVolland<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 firstobservation for>> each unit of analysis reoprob ran without a problem. Hence, myhunch 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/

------------------------------------------- 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 * * 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/

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