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st: RE: IVTOBIT, missing values, panel


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: IVTOBIT, missing values, panel
Date   Mon, 15 Sep 2003 12:25:11 +0100

joe jacob
>
> I have three questions. First is  a follow up to a question
> that was posted
> last year  (31 Jul 2002, to be precise) by Kee-Lee Lee. The
> problem is one
> of getting the error message ---matrix has missing
> values--while running
> IVTOBIT. There is no missing value in the variables used, though.
>
> I followed the suggestion of Nick Cox to  --set trace on--.
> I attach the
> stata output below. Could anyone figure out the reason?
>
> My  second question is, is anyone aware of any stata module
> that extends
> ivtobit to a panel setting?
>
> Finally, I would like to know if it is possible to estimate the Log
> Likelihood after estimating ivtobit.
>
> Many thanks in advance,
>
>
> Joe Jacob
>
> ****Stata Output******
>
> ivtobit ird, endog(expsal) iv(wager ltlnou size2) exog(outs forg

...

> - matrix alpha[1,`K'+1]=tmp[1,`K'+`nendog'+1]
> matrix has missing values
> r(504);
>
> end of do-file
> r(504);
>
> .

-ivtobit- is a user-written program. You
could try contacting the author to see whether
he is willing to provide support.

It seems as if this is a program not being maintained,
however.

In the thread in July 2002, I highlighted what
looked like a bug to me. I don't recollect either
refutation (i.e. it's not a bug really) or fix
(as the program on SSC appears earlier).

That may or may not be behind what is here. I
recommend copying the program and inserting

	matrix li alpha
	matrix li tmp

just before the statement which causes
-ivtobit- to crash.

Perhaps Stata is dropping some variable
as collinear. No idea otherwise.

If you ever get this working, -ereturn li-
will show what is left behind in memory.

Nick
n.j.cox@durham.ac.uk

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