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Re: st: probit "backed up"


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: probit "backed up"
Date   Tue, 12 Mar 2013 12:12:32 +0100

On Mon, Mar 11, 2013 at 5:45 PM, Helen Markelova wrote:
> 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.

Maybe you are in a situation with near perfect prediction, -logit- and
-probit- models don't work well in such situations. My first guess
would be to inspect the relationship between private and employed.
i.e. look at -tab private employed-. In general I would look at many
such tables and look for near empty cells.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------

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