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Re: st: RE: IVTOBIT, missing values, panel


From   "joe jacob" <otharain@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: IVTOBIT, missing values, panel
Date   Mon, 15 Sep 2003 11:36:10 +0000

Thanks Nick,

I was about to send a mail to correct my earlier mail. Turns out the problem occurred due to an year dummy included, while the observations for that year being excluded from the analysis. Completely my fault and sincere apologies.

Joe





From: "Nick Cox" <n.j.cox@durham.ac.uk>
Reply-To: statalist@hsphsun2.harvard.edu
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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