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From |
Benjamin Volland <volland@econ.mpg.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: reoprob claims to have no observations |

Date |
Tue, 30 Aug 2011 15:04:26 +0200 |

Dear statalisters, I'm currently trying to run a dynamic ordered probit random effects panel estimation as suggested by Woolridge (2005, Journal of Applied Econometrics, Vol. 20 (1), pp. 39-54). I therefore make use of the reoprob command written by Guillaume Frechette (2001, Stata Technical Bulletin, Vol. 10 (59), pp. 23-27). I am using Stata version 10.1. The panel is unbalanced (between 5 and 12 observations per unit of observation). The dependent has 12 steps. The independents contain the LDV, a number of controls (mostly dummies), plus the initial value of the dependent and the mean values of all independents (as suggested by Woolridge). I run a simple pooled ordered probit model up front to identify all variables that may cause problems of multicollinearity (e.g. the mean values of sex and race are the same as the actual values

. reoprob foodc $indepvar $meanvarfood $ofoodvar firstfoodc, i(pid) The program then (w/out any problem) runs through the constant-only model . Fitting constant-only model: . Iteration 0: log likelihood = -28629.788 . Iteration 1: log likelihood = -26312.933 . Iteration 2: log likelihood = -26271.232 . Iteration 3: log likelihood = -26269.137 . Iteration 4: log likelihood = -26269.133 . Iteration 5: log likelihood = -26269.133 but after the first iteration of the full model, stata tells me that there are no observations . Fitting full model: . Iteration 0: log likelihood = -23495.781 (not concave) . no observations . r(2000); Interestingly, when I specify the - trace - option it also performs Iteration 1 before returning the same error code. - xtreg ..., re - runs w/out problems (so does the user-written command xtabond2 [Roodman]). Does anyone have a suggestion how I could fix this? Thanks so much, Ben * * 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/

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