This looks to me that you are not using instrumental
variables to identify your model, i.e. you need to
find a variable that influences market participation
status but not sales/puchases. Than you need to
exclude those variables from the indepvars list and
include it in the indepvars_sel list (in the
-select()- option).
This need for instrumental variables is in my humble
opinion a major weakness of these heckman-type models
because such variables almost never exist...
-- Maarten
--- "Ana R. Rios" <[email protected]> wrote:
> Thank you for your suggestions. The dependent
> variable in my model is the volume of sales/purchases
> and the selection variable is the market participation
> status: 0=net buyer, 1=autarkic, 2=net seller. As
> dependent variables in the model I am using household
> and farm characteristics.
>
> I have been using the twostep estimation procedure and
> experimented with different explanatory variables.
>
> I got the oheckman command in the official help files,
> FAQs, Examples, SJs, and STBs. A detailed description
> of the command is available in The Stata Journal 2007,
> 7(2):1-16.
>
> Once again, any advise/suggestions are greatly
> appreciated.
>
> Thank you for your time.
>
> Regards,
>
> Ana Rios
> --- Maarten buis <[email protected]> wrote:
>
> > --- "Ana R. Rios" <[email protected]> wrote:
> > > I am trying to use oheckman but I am getting the
> > > following message:
> > > "Warning: Estimate of rho1 = . is outside feasible
> > > interval [-1, 1]."
> > > I would appreciate any suggestions/insights on how
> > to
> > > overcome this problem.
> >
> > It seems that -oheckman- has "converged" to an
> > infeasible solution. The solution is to estimate a
> > better model, as you haven't told us anything about
> > your model I can't be very specific. One thing that
> > jumps to mind with any heckman-like model is to make
> > sure your model is properly identified, i.e. use
> > instruments instead of relying on non-linearity.
> > Another thing you might want to look at is to use
> > the -twostep- option and see if that leads to any
> > better estimates.
> >
> > -- Maarten
> >
> > BTW. -oheckman- is not in official Stata, so tell
> > us where you got it.
> >
> > -----------------------------------------
> > Maarten L. Buis
> > Department of Social Research Methodology
> > Vrije Universiteit Amsterdam
> > Boelelaan 1081
> > 1081 HV Amsterdam
> > The Netherlands
> >
> > visiting address:
> > Buitenveldertselaan 3 (Metropolitan), room Z434
> >
> > +31 20 5986715
> >
> > http://home.fsw.vu.nl/m.buis/
> > -----------------------------------------
> >
>
>
>
>
____________________________________________________________________________________
> Never miss a thing. Make Yahoo your home page.
> http://www.yahoo.com/r/hs
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
__________________________________________________________
Sent from Yahoo! Mail - a smarter inbox http://uk.mail.yahoo.com
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
