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st: -cmp- does not work properly - wrong installation?


From   "Laura R." <laura.roh@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: -cmp- does not work properly - wrong installation?
Date   Fri, 20 Apr 2012 13:42:52 +0200

Dear Stata users,

I am using Stata version 11.1 to estimate models using the user-written
-cmp-  (conditional mixed process) command . I installed the version from
REPEC, and if I check with -ssc install cmp-, Stata says that the latest
version is installed.

After checking and trying out (and googling) a lot of things, I suspect that
-cmp- is somehow not installed properly.

But let me first give you an example:

For example, I try to estimate the following model:

*------------- begin example -----------


set cmp

cmp (y1= y2 x1 x2 x3 x4 x5)/*
*/ (y2= x4 x5 z1 z2 z3)/*
*/ if sample2==1,/*
*/ ind($cmp_oprobit $cmp_probit)

*------------- end example -----------
I receive the following error messages:

For y1:

*------------- begin error message -----------

Warning: regressor matrix for _cmp_y1 equation appears
ill-conditioned. (Condition number = 215.58099.)
This might prevent convergence. If it does, and if you have not done
so already, you may need to remove nearly collinear regressors to
achieve convergence. Or you may need to add a nrtolerance(#) or
nonrtolerance option to the command line.
See cmp tips for more information.

*------------- end error message -----------

For y2:

*------------- begin error message -----------
Warning: regressor matrix for y2 equation appears ill-conditioned.
(Condition number = 133.62972.)
This might prevent convergence. If it does, and if you have not done
so already, you may need to remove nearly
collinear regressors to achieve convergence. Or you may need to add a
nrtolerance(#) or nonrtolerance option to the command line. See cmp
tips for more information.

Fitting constants-only model for LR test of overall model fit.
   cmp_lnL_continuous():  3204  matrix found where scalar required
              cmp_lnL():     -  function returned error
                <istmt>:     -  function returned error
Mata run-time error
r(3204);

*------------- end error message -----------


 But I receive these messages any time I estimate any cmp-Models, even short
ones like

*------------- begin example -----------

cmp (y1= x1 x2 x3), ind($cmp_oprobit)

*------------- end example -----------

I also tried to replicate Maarten Buis' example with a publicly available
dataset:
http://www.stata.com/statalist/archive/2011-02/msg01486.html

I receive error messages after each model

*------------- begin error message -----------

Fitting constants-only model for LR test of overall model fit.
    cmp_lnL_continuous():  3301  subscript invalid
               cmp_lnL():     -  function returned error
                 <istmt>:     -  function returned error
Mata run-time error
r(3301);
*------------- end error message -----------

And, after running through Maarten's dofile, I receive

*------------- begin example with error message -----------
lrtest a b
estimation result a not found
*------------- end example with error message -----------

Now, if I type one model (without -quietly-) nothing happens.

So: I always receive error messages, no matter which model and which data.

Do you have any ideas what is wrong with my -cmp- command?

Thanks for your consideration.

Laura

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