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Re: st: probit "backed up"


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu
Subject   Re: st: probit "backed up"
Date   Mon, 11 Mar 2013 13:05:29 -0500

At 11:45 AM 3/11/2013, Helen Markelova wrote:
Dear all,

I'm having problems with a simple probit not converging---the output says "backed up" after 4-5 iterations. Im using Medical Expenditure Panel Survey from 1996-2010 (about 217,000 observations) and running a probit on the probability of being privately insured (private (0,1) as the dependent variable). The explanatory variables include a number of dummy variables, but even if I limit the list to only a few dummy and continuous variables (family size, age, male, black, employed), it still won't converge. Any suggestions on what else to try? Im using Stata 12.

Thank you,
Helen

Sometimes adding the -difficult- option will work wonders. I would consider going even simpler, adding just one or two variables at a time. I would also consider running some descriptive statistics and crosstabs. Make sure you don't have coding errors. If you want a 2nd opinion, glm, oprobit and the user-written oglm (available from SSC) can also estimate probit models.


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Richard Williams, Notre Dame Dept of Sociology
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EMAIL:  Richard.A.Williams.5@ND.Edu
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