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

From   "Laura R." <>
Subject   Re: st: -cmp- does not work properly - wrong installation?
Date   Fri, 20 Apr 2012 20:18:00 +0200

Part of the problem is solved! Great, thanks alot!

I updated my Stata 11.1 version, as Nick has just suggested, and then
(just in case) repeated the other commands everyone suggested (but it
looked as they were not neccessary, though).

Now a large part of the error messages has disappeared, and the -cmp-
model with 1 or 2 equations run all the way through. (I realised now
that they did not do it before).

The do file with the publicly available data I said I tried runs fine,
and I get results without any error messages.

The only error message left when using my data is

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

Warning: regressor matrix for y1 equation appears ill-conditioned.
(Condition number = 70.887255.)
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 comma
> nd line.
See cmp tips for more information.

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

for both y1 and y2.

y1 is the number of children, and I did ordered probit, but I get the
same error message when using the "continuous" specification in the
-cmp- model.

y2 is clearly bivariate (0 or 1), and I used probit specification in
the -cmp- command.

Do you have ideas for reasons for this error message and how to solve it?

I mean, it converges, but it's not nice to have this error message. I
also don't know which independent variables might be nearly collinear,
as I receive the error message also with few indep. variables which
are clearly different from each other.

Also, do you know what this "nrtolerance(#) or nonrtolerance option "
exactly is, and how you use it? I have read everything in the -cmp-
help file, but I did not get it so far ...

Kind Regards
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