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st: ivprobit not converge


From   xueliansharon <[email protected]>
To   [email protected]
Subject   st: ivprobit not converge
Date   Tue, 17 Aug 2010 17:28:37 -0700 (PDT)

Dear all,

I want to estimate an ivprobit model, but it doesn't converge, no matter I
use the maximization tech as dfp, bfgs, nr or bhhh, so what can I do to make
the model converge? And after some iterations, saying n iterations for
instance, the value of log pseudolikelihood doesn't change, can I just set
the number of "iterate" option to this number "n" to get the coefficients?
Are the parameter estimates gotten by setting the "iterate" option
meaningful when the model in fact doesn't converge?

Any help will be greatly appreciated.

Sharon


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