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st: Re: Equivalence of Heckprob and ml model commands--initial values of rho


From   Rachel <[email protected]>
To   statalist <[email protected]>
Subject   st: Re: Equivalence of Heckprob and ml model commands--initial values of rho
Date   Thu, 7 Dec 2006 13:00:42 -0500

ml model (`maindv'=`depvars1') (`seldv'=`depvars2')  /athrho, trace
max gradient init(b1.....bn, atrho, copy)
I had left out the "copy" in the init option.

On 12/7/06, Rachel <[email protected]> wrote:
Suppose the initial values displayed in the 0th iteration of heckprob
are b1.....bn, atrho.


Now suppose I try to replicate the heckprob command using the same two
equations:

ml model (`maindv'=`depvars1') (`seldv'=`depvars2')  /athrho, trace
max gradient init(b1.....bn, atrho).

In the 0th iteration of this command, all the initial values of the
coefficients match those given in the init command EXCEPT for atrho.
(Note again that I passed the program atanh(rho), the initial value
calculated by heckprob and displayed as the initial value)

Can someone tell me what is going wrong?

Thanks again,
Rachel

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