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st: -ivprobit- not converging


From   Benjamin Niug <[email protected]>
To   [email protected]
Subject   st: -ivprobit- not converging
Date   Sat, 24 Mar 2012 23:38:51 +0100

Hi guys,

I am having the following problem:

I want to run a probit regression using Instrumental Variables and I
am account for fixed effects using dummy variables using the
-ivprobit- command. While the simple regressions seem to be
calculated, I am getting error messages for the IVProbit regressions
including interaction terms: The optimality algorithm is "not
converging" even after several hundred iterations and the calculated
likelihood does not change anymore after about 100 iterations. Does
anybody of you know how to overcome this problem? Is there a (better)
possibility to estimate a binary choice model using IV and accounting
for fixed effects?

Best regards,
Benjamin
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