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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: reoprob claims to have no observations |

Date |
Mon, 5 Sep 2011 13:24:51 +0100 |

-reoprob-'s code suggests that it ignores missings in a standard way, and it is a wrapper for -oprobit- which would do that too. So, although it's good that you got results, my hunch is that the explanation lies elsewhere. Nick On Mon, Sep 5, 2011 at 1:06 PM, Benjamin Volland <volland@econ.mpg.de> wrote: > Dear statalisters, > > just in case anyone runs into similar problems, I wanted to post that the > "solution" to the problem described below, was in the end fairly simple. > $indepvar contains the lagged dependent variable, which is (naturally) > missing for the first observation. Once I deleted the first observation for > each unit of analysis reoprob ran without a problem. Hence, my hunch is that > reoprob cannot deal with missing values. Hope this helps. > > Best, Ben > > On 30/08/2011 15:04, Benjamin Volland wrote: >> >> 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 >> of sex and race). These are dropped before the reoprob estimation, which >> looks like this: >> >> . 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/

**References**:**Re: st: reoprob claims to have no observations***From:*Benjamin Volland <volland@econ.mpg.de>

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