Dear Renzo,
Thank you for the advice. The problem is that after excluding iterate (0) the
iteration log keeps showing "not concave" messages...
Maria.
Quoting Renzo Comolli <[email protected]>:
> Dear Maria:
>
> Get rid of the -, iterate(0)- option. It is blocking the optimization
> process.
> -, iterate(#)- blocks the optimization process at # regardless of
> convergence. By blocking it at 0, you basically see the intial values.
>
> Renzo
>
> ----------------------------------------------------------------------------
> ----
> *From "Santos, Maria Emma" <[email protected]>
> To [email protected]
> Subject st: Convergence not achieved in MLE Heckman
> Date Thu, 17 Mar 2005 12:11:10 -0600
>
> ----------------------------------------------------------------------------
> ----
>
> Hello!
>
> I am using MLE Heckman procedure with standard errors corrected for
> heteroskedasticity and clustering, with the options iterate(0) and
> "difficult".
>
> I get estimations but it says: "Convergence not achieved". My question is if
> the
> fact that convergence has not been achieved makes the estimations
> unreliable.
> If that is the case, what should I do to try to improve estimations?
> I have tried dropping some variables but still convergence is not achieved.
>
> Also, I haven't been able to use the Heckman two steps procedure because I
> need
> to weight the variables.
>
> I would really appreciate if someone could give me some advice on this issue
> or
> at least some reference where I can get information.
>
> Sincerely yours,
> Maria.
> -----------------------------------------------------------------
> Santos, Maria Emma
> Vanderbilt University
> Email: [email protected]
>
>
> *
> * For searches and help try:
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>
-----------------------------------------------------------------
Santos, Maria Emma
Vanderbilt University
Email: [email protected]
*
* For searches and help try:
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* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
