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From |
"Martin Weiss" <[email protected]> |

To |
<[email protected]> |

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

Date |
Sun, 15 Nov 2009 18:05:08 +0100 |

<> Well, using the example contained in http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/stewart/stata/red probnote.pdf, section 2.3, here you can see how the point estimates emanating from a pooled -probit- can be used subsequently for -redprob-. Weirdly enough, the example in the pdf does not run for me w/o adding the -bstart1- -matrix- myself. Omitting the call to -from(bstart1)- from the command yields the result in the pdf, though. ************* u http://www.stata-press.com/data/r9/union.dta, clear drop if year<78 | year==83 bys idcode: keep if _N==6 sort idcode year by idcode: gen byte tper = _n by idcode: gen Lunion = union[_n-1] probit union Lunion age /* */ grade south if tper!=1 mat bstart1=e(b) redprob union Lunion age /* */ grade south (age grade south not_smsa), /* */ i(idcode) t(tper) quadrat(24) /* */ from(bstart1) ************* The issue has not come up too often on the list (but see http://www.stata.com/statalist/archive/2006-04/msg00369.html), presumably because the -program- is not accessible via -ssc- or -findit-... HTH Martin -----Ursprüngliche Nachricht----- Von: [email protected] [mailto:[email protected]] Im Auftrag von Doris Oberdabernig Gesendet: Sonntag, 15. November 2009 17:55 An: [email protected] Betreff: Re: st: AW: redprob: could not calculate numerical derivatives... r(430) Hi Martin, thanks for your help. I tried out to define the matrix like you described it (-mat A=e(b)- after estimation, and supply it to -redprob- via -from(A)-...) but unfortunately this does not solve my problem. I still get the error: could not calculate numerical derivatives flat or discontinuous region encountered r(430) do you have any other suggestions? Thanks, Doris Zitat von Martin Weiss <[email protected]>: > > <> > > So -redprob- is not accessible via -findit-, but through > http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/stewart/stata/ > > As discussed recently on the list, your -e(b)- is an -ereturn- matrix, but > not what -redprob- obviously wants, a full-fledged Stata matrix. > > Try -mat A=e(b)- after estimation, and supply it to -redprob- via > -from(A)-... > > > > HTH > Martin > > -----Ursprüngliche Nachricht----- > Von: [email protected] > [mailto:[email protected]] Im Auftrag von Doris > Oberdabernig > Gesendet: Sonntag, 15. November 2009 16:55 > An: [email protected] > Betreff: st: redprob: could not calculate numerical derivatives... r(430) > > 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/ > > > * > * 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/ > * * 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/ * * 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**:**Re: AW: st: AW: redprob: could not calculate numerical derivatives... r(430)***From:*Doris Oberdabernig <[email protected]>

**References**:**st: redprob: could not calculate numerical derivatives... r(430)***From:*Doris Oberdabernig <[email protected]>

**st: AW: redprob: could not calculate numerical derivatives... r(430)***From:*"Martin Weiss" <[email protected]>

**Re: st: AW: redprob: could not calculate numerical derivatives... r(430)***From:*Doris Oberdabernig <[email protected]>

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