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RE: st: Stata RE Probit


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   RE: st: Stata RE Probit
Date   Sat, 29 May 2004 00:50:48 +0100 (BST)

Guillaume Frechette replied to Aparna Mathur:

> This is usually a convergence problem. You can try changing the number of
> quadrature points or install superxt
> (http://www.people.hbs.edu/gfrechette/html/sg158.htm) which does that
> automatically as well as trying different starting values for rho.

Thanks for this. I'd had problems myself when fitting -xtprobit- models a
few months ago and wasn't aware of a solution. Perhaps now I can start to
understand at a practical level what quadrature points are!

CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e: [email protected]
Newcastle University  |http://www.ncl.ac.uk/geps
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