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From |
Doris Oberdabernig <Doris.Oberdabernig@student.uibk.ac.at> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: redprob: could not calculate numerical derivatives... r(430) |

Date |
Sun, 15 Nov 2009 16:55:26 +0100 |

Hello everybody, I am trying to estimate a dynamic probit model with a lagged dependent binary variable. I am using the -redprob- command (from Prof. Mark Steward, University of Warwick, 2006) to take care of the initial conditions problem (using Stata 10.1). The command looks like: redprob depvar varlist (varsinit) [if exp] [in range] [, i(varname) t(varname) quadrat(#) from(matname) ] where varlist contains the lagged dependent (binary) variable, varsinit contains determinants of the outcome in the first year, i(varname) is the cross-section identifier, t(varname) the time-identifier, quadrat(#) specifies the number of of Gaussian--Hermite quadrature points for the evaluation of the required integral and from(matname) specifies a matrix containing starting values for the parameters of the model. Redprob estimates a random effects dynamic probit model by Maximum Likelihood. The default for the "from" matrix uses a pooled probit for t>1 and a separate probit for the intial period. If I specify from(e(b)), i get the error: could not calculate numerical derivatives flat or discontinuous region encountered r(430) If I do not specify any from() option, I get the error: Probit Model for t=1 no observations r(2000) It would be great if somebody could help me on this problem. Cheers, Doris * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: AW: redprob: could not calculate numerical derivatives... r(430)***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**st: AW: redprob: could not calculate numerical derivatives... r(430)***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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