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st: CMP Error Message

From   Jeffrey Ferris <>
Subject   st: CMP Error Message
Date   Sat, 23 Mar 2013 11:32:52 -0400


I am working with the user generated command CMP and I am having a
strange problem that I am unable to diagnose. I am trying to estimate
a system of equations with one probit equation and two mprobit
equations (with no overlap between the multinomial models). Every time
I try to run the model it proceeds normally until it tries to collect
Halton draws and gives me the following error message:

 "I():  3300  argument out of range
               cmp_lnL():     -  function returned error
                 <istmt>:     -  function returned error
Mata run-time error"

The strange thing is that I ran the exact same code Thursday night and
it worked without problem. I have gone through every line of my code
and cannot see what could be causing this failure. I also double
checked that cmp is working correctly by running it with some older
models without failure. Does anybody have any idea what could be going
on or, more importantly, how I can rectify this problem? For those
interested, here are the commands I used to generate this output:

gen ind1=cond(treat_t==0,$cmp_mprobit,$cmp_out)
gen ind2=cond(treat_t==1,$cmp_mprobit,$cmp_out)
local 2step_m DstCityBdr_avg DistRds_avg DistIntHwy lntotstream_dens ///
lnsubdivarea existhouse MeanElev_avg MeanSlope_avg ///
Area100yr_dens depwat_avg hydgrp_C hydgrp_D
foreach class in RC4 RC2 {
local zone_int_rc `zone_int_rc' zone_`class' c.treat_t#c.zone_`class'
cmp (y= `zone_int_rc' minor_exempt_RC treat_t `2step_m' `years`i'') ///
(zone_class= `2step_m' DistRiver_avg DistPStrm_avg DistIStrm_avg
Watershed2-Watershed15, iia) ///
(zone_class= `2step_m' DistRiver_avg DistPStrm_avg DistIStrm_avg
Watershed2-Watershed15, iia) ///
if `timeline`i'' & RCsum>0.5, difficult indicators($cmp_probit ind1 ind2) ///
tech(dfp nr) cluster(ind) robust ghkdraws(10)
outreg2 using cmp_rc`i'.csv, replace dec(3)

Thank You,

Jeff Ferris
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