Re: st: cmp command; mvtobit

["Aurélie P. Harou" <aph2142@columbia.edu>]

Thank you Alfonso,

I am trying to run:
********************
cmp setup
set more off
#d;
cmp (duration_pre_04_yr = age age_sq sex school_primary school_middle  
school_higher hh_n hhn_work yrs_in_village sni Pokrom Darmang Oboadaka  
ph om ph_sq)
	(duration_post_04_yr = age age_sq sex school_primary school_middle  
school_higher hh_n hhn_work yrs_in_village sni Pokrom Darmang Oboadaka  
ph om ph_sq),
	ind($cmp_left "cond(duration_post_04,$cmp_left,$cmp_right)")
	technique(dfp)
	nonrtolerance difficult
;
#d cr
*******************

with the mvtobit command:
******************
#d;
mvtobit (duration_pre_04 = age age_sq sex school_primary school_middle  
school_higher hh_n hhn_work yrs_in_village sni Pokrom Darmang Oboadaka  
ph om ph_sq)
		(duration_post_04 = age age_sq sex school_primary school_middle  
school_higher hh_n hhn_work yrs_in_village sni Pokrom Darmang Oboadaka  
ph om ph_sq),
		cluster(villageid);
#d cr
********************

Thank you!
-Aurelie

Quoting Alfonso Sanchez-Penalver <alfonso.statalist@gmail.com>:

> Salut Aurelie,
>
> The exact -cmp- command that you're trying to run would be helpful   
> to try and figure out what may be going wrong.
>
> Alfonso Sanchez-Penalver
>
> > On Mar 20, 2014, at 2:14 PM, "Aurélie P. Harou"   
> > <aph2142@columbia.edu> wrote:
> >
> > To Whom It May Concern:
> >
> > I am trying to estimate a bivariate tobit model with left censoring in
> > one model and left- and right-censoring in the other. I believe the
> > stata command mvtobit only allows for left-censoring at 0. I have
> > tried using the cmp command, but I get "Warning: regressor matrix for
> > duration_post_04_yr equation appears ill-conditioned" and do not get
> > any results for the full model. I get this even when I reduce the
> > number of RHS variables so as to get a condition number of 700.
> > Furthermore, when I specify the cmp command to estimate the same model
> > as the mvtobit command (i.e., left censoring at 0), I still get the
> > same warning message and the full model is not estimated (whereas   
> > it is estimated using mvtobit).
> >
> > Why/how is this happening? How can I get the cmp command to converge?
> >
> > Thanks in advance for any help!
> > Best,
> > Aurelie
> >
> > ---------------------------
> > Aurélie P. Harou, PhD
> > Earth Institute, Post-doctoral Fellow
> > Agriculture and Food Security Center
> > Columbia University, Lamont Campus
> > 61 Route 9W, Lamont Hall, 2F
> > Palisades, NY 10964
> > c: 954-614-8161
> > aph2142@columbia.edu
> >
> >
> >
> > *
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>
> *
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---------------------------
Aurélie P. Harou, PhD
Earth Institute, Post-doctoral Fellow
Agriculture and Food Security Center
Columbia University, Lamont Campus
61 Route 9W, Lamont Hall, 2F
Palisades, NY 10964
c: 954-614-8161
aph2142@columbia.edu


*
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*   http://www.ats.ucla.edu/stat/stata/