> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Tinna
> Sent: Tuesday, September 13, 2005 4:57 PM
> To: [email protected]
> Subject: Re: st: RE: Marginal effects after ivprobit
>
> And one more semi-related thing:
>
> When I use the endogenous variable in it's continuous form (and a
> square form) I get endless iterations until I give up. See below:
>
<snip>
You might try adding the -difficult- option and/or changing the maximization
algorithm (see [R] maximize). The following algorithms are available:
technique(nr) specifies Stata's modified Newton-Raphson (NR) algorithm.
technique(bhhh) specifies the Berndt-Hall-Hall-Hausman (BHHH) algorithm.
technique(dfp) specifies Davidon-Fletcher-Powell (DFP) algorithm.
technique(bfgs) specifies the Broyden-Fletcher-Goldfarb-Shanno (BFGS)
algorithm.
You can have Stata switch between the algorithms, for example:
-ivprobit depvar [varlist1] (varlist2 = varlist_iv), technique(nr 10 bhhh 10
dfp 10 bfgs 10) difficult nolog-
Scott
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