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From |
Doris Oberdabernig <[email protected]> |

To |
[email protected] |

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

Date |
Mon, 16 Nov 2009 09:59:38 +0100 |

Hello Martin, I already found the examples in http://www2.warwick.ac.uk/fac/soc/economics/staff/academic/stewart/stata/redprobnote.pdf and http://www.stata-journal.com/sjpdf.html?articlenum=st0106, and read what was written at http://www.stata.com/statalist/archive/2006-04/msg00379.html and http://www.stata.com/statalist/archive/2006-04/msg00369.html, but i could not find a solution for the problem. I still get the error message: could not calculate numerical derivatives flat or discontinuous region encountered r(430) also when I proceed like in the examples above with my data. I already made sure that the panel is balanced and tried out different specifications. Unfortunately I could not find a response to the post of Georgios who seemed to have the same problem neither. I suppose the problem has to be somewhere else, I just cannot find out where. I would be grateful for any ideas. Cheers, Doris Zitat von Martin Weiss <[email protected]>: > > <> > > 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/ > * * 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**:**AW: AW: st: AW: redprob: could not calculate numerical derivatives... r(430)***From:*"Martin Weiss" <[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]>

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

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