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RE: st: Warning convergence not achieved


From   Ebru Ozturk <ebru_0512@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Warning convergence not achieved
Date   Sun, 5 Aug 2012 18:12:23 +0300

Dear Joao,

Thank you. Actually, when I run the Tobit estimation it works very well. But when I add industry dummies (9 industries) into the model it gives the warning. How can I deal with that?

Kind regards
Ebru


----------------------------------------
> From: jmcss@essex.ac.uk
> To: statalist@hsphsun2.harvard.edu
> Date: Sun, 5 Aug 2012 15:42:50 +0100
> Subject: RE: st: Warning convergence not achieved
>
> Dear Ebru,
>
> The reason may simply be that the Tobit ML estimates do not exist for your
> data set. This will happen, for example, if one of your regressors is a dummy
> that is equal to one only when y is equal to zero. The problem, in a different but
> related context is discussed here:
> http://www.sciencedirect.com/science/article/pii/S0165176510000832
> http://www.stata-journal.com/article.html?article=st0225
>
> A simple way to check for this is to run a probit instead of a Tobit, with the same
> y and the same regressors, and see if you have a "perfect predictor".
>
> Hope this helps,
>
> Joao
>
>
> > Dear All,
> >
> > When I run the tobit estimation, sometimes it gives this warning "convergence
> > not achieved". What could be the reasons? and how can I deal with that?
> >
> > Best wishes
> > Ebru
> > *
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> > *
>
>
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