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Re: st: Heteroskedastic probit
At 09:48 AM 4/30/2009, Maarten buis wrote:
The variables n5a and Le8c look suspicious, are these measured on a very
small scale, i.e. are the values on these variables much larger than the
other variables? If that is the case, then you might be able to make it
easier for Stata by using a larger scale, for example by dividing these
variables by a milion.
-- Maarten
Good point. Even if convergence wasn't a problem you'd probably want
to rescale to make the coefficients more intelligible.
Also, given how insignificant most of the variables are, it doesn't
surprise me that there may be convergence problems, especially if
normscapab is a dichotomy. i.e. collinearity of the estimates can be
a big problem.
Alejandra can try estimating the same model with oglm (available from
SSC) but I suspect it won't help. My experience is that oglm tends
to give gigantic standard errors when other programs just say that it
can't be done. But, if normscapab is totally insignificant in the
variance equation, that probably just means that you don't need to
have it there in the first place.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
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