Re: st: triprobit convergence problem

[Antoine Terracol <Antoine.Terracol@univ-paris1.fr>]

Also, as the author of -triprobit-, I would advise Roy to give  
-mvprobit- a try. -mvprobit- uses more efficient code than my  
-triprobit- (and is also faster); that might solve Roy's convergence  
problems.

Antoine

Maarten buis <maartenbuis@yahoo.co.uk> a écrit :

> --- On Sun, 21/3/10, Roy, Manan wrote:
> > I am trying to estimate triprobit models with different
> > time categories (as dummies) and 2 binary program
> > participation variables.
> >
> >  I have 2 almost identical data sets, one with N=1600 and
> > the other with N=1000.
> > There are 2 time categories for which the models are not
> > converging. Let's call them TIME1 and TIME2.=20
> > TIME1 converges in N=1600 data while it doesn't in N=1000
> > data. The exactly opposite case holds for TIME2.
>
> 1000 and 1600 seems to me a bit small for this type of model,
> especially when your subdividing that small sample size in
> smaller bits. A solution would be to stack those datasets,
> add dummies for dataset and periods and interactions. But
> instead of adding all dummies + interactions impose some
> reasonable constraints (leave some interactions out, saying
> that the effects of those variables are the same across
> datasets, or replace time dummies with a linear trend or
> a spline, etc.) These kinds of constraints allow you to
> use more information from similar groups to estimate the
> parameters, which means the model is more likely to converge.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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