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 |
--- On Wed, 18/8/10, xueliansharon wrote:
> 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? Stata is telling you that your data does not contain the necessary information to estimate your model. So you need to find out what part of your model caused your model to be too demanding. I would start with the most minimal model I can come up with. I don't have to believe that that model makes sense, in fact I probably don't believe that it does, but it gets the process started. Than step by step I add variables, till my model no longer converges. This gives me and idea what the problem is, and often I see right than that either the model I tried to estimate did not make sense or really could not be estimated with my data. The things I am looking for than are near perfect correlation with some of the other explanatory variables, whether that variable is (nearly) a perfect linear combination of other variables (e.g. period - age = cohort), very small categories when it is a categorical variable, association with the dependent variable that is so strong that virtually noone failed after a certain value. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/ |
Thanks, Maarten.
But when I run the ivprobit model many times with the same codes and data set, it converges sometimes. And the parameter estimates are similar in those converged cases. So are these coefficients reliable? Best, Sharon |
--- On Fri, 20/8/10, xueliansharon wrote:
> But when I run the ivprobit model many times with the same > codes and data set, it converges sometimes. And the > parameter estimates are similar in those converged cases. > So are these coefficients reliable? I would be reluctant. The maximization algorithms used by Stata are pretty good, so the fact that -ivprobit- sometimes does not converge is for me reason enough to suspect that your model tries to extract more information than the data contains. So I will stick to my earlier recomendation, which is to start with a very simple model, and add complexities step by step, till you see this non-converging behaviour, and see if you understand why the complexity you added last causes trouble. Once you understand why this problem occurs, you can make an informed decision whether or not you need to do something about it, whether or not you can do something about it, and what that something might be. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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/ |
I haven't been able to find this in the manuals or FAQs.
On Monday, an administrator will install Stata 11 on my computer. During the installation is it possible to control where the various directories are installed and to name them. This is what I have with Stata 10: sysdir STATA: C:\Program Files\Stata10\ UPDATES: C:\Program Files\Stata10\ado\updates\ BASE: C:\Program Files\Stata10\ado\base\ SITE: C:\Program Files\Stata10\ado\site\ PLUS: c:\ado\plus\ PERSONAL: c:\ado\personal\ OLDPLACE: c:\ado\ I would like to avoid creating the PLUS, PERSONAL, OLDPLACE directories directly on the C:\drive. Is there any disadvantage to creating them in the ¨Program Files\Stata11 directory? Eric de Souza College of Europe Brugge (Bruges) Belgium * * 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/ |
Something I must have done wrong got my previous post got my previous post on this topic attached to another thread. This is why I am posting it again.
I haven't been able to find this in the manuals or FAQs. On Monday, an administrator will install Stata 11 on my computer. During the installation is it possible to control where the various directories are installed and to name them. This is what I have with Stata 10: sysdir STATA: C:\Program Files\Stata10\ UPDATES: C:\Program Files\Stata10\ado\updates\ BASE: C:\Program Files\Stata10\ado\base\ SITE: C:\Program Files\Stata10\ado\site\ PLUS: c:\ado\plus\ PERSONAL: c:\ado\personal\ OLDPLACE: c:\ado\ I would like to avoid creating the PLUS, PERSONAL, OLDPLACE directories directly on the C:\drive. Is there any disadvantage to creating them in the ¨Program Files\Stata11 directory? Eric de Souza College of Europe Brugge (Bruges) Belgium Eric de Souza College of Europe Brugge (Bruges) Belgium * * 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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I haven't had any issues with pointing them elsewhere. Yes, it is possible to control where any of these directories are located by using -set sysdir-. I put the following line in my profile to point Stata to where I put my personal ado-files (on a mapped network drive): ** sysdir set PERSONAL "Y:\ebooth\projects\ado\personal\\" ** ~ Eric __ Eric A. Booth Public Policy Research Institute Texas A&M University [hidden email] Office: +979.845.6754 On Aug 21, 2010, at 7:37 AM, DE SOUZA Eric wrote: > Something I must have done wrong got my previous post got my previous post on this topic attached to another thread. This is why I am posting it again. > > I haven't been able to find this in the manuals or FAQs. > > On Monday, an administrator will install Stata 11 on my computer. During the installation is it possible to control where the various directories are installed and to name them. > > This is what I have with Stata 10: > sysdir > STATA: C:\Program Files\Stata10\ > UPDATES: C:\Program Files\Stata10\ado\updates\ > BASE: C:\Program Files\Stata10\ado\base\ > SITE: C:\Program Files\Stata10\ado\site\ > PLUS: c:\ado\plus\ > PERSONAL: c:\ado\personal\ > OLDPLACE: c:\ado\ > > I would like to avoid creating the PLUS, PERSONAL, OLDPLACE directories directly on the C:\drive. > > Is there any disadvantage to creating them in the ¨Program Files\Stata11 directory? Eric de Souza College of Europe Brugge (Bruges) Belgium > > Eric de Souza > College of Europe > Brugge (Bruges) > Belgium > > > * > * 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/ * * 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/ |
Eric to Eric,
Thanks for the information. Somehow when moving from Stata 9 to Stata 10, I must have missed the moment of choice. (The last time I was given temporary local administrator rights whilst installing Stata. So I want to make sure that this time I can download from ssc and such like to a "writable" location given my rights. Eric de Souza College of Europe Brugge (Bruges) Belgium -----Original Message----- From: [hidden email] [mailto:[hidden email]] On Behalf Of Eric Booth Sent: 21 August 2010 23:19 To: <[hidden email]> Subject: Re: st: Control over directories when installing Stata 11 <> I haven't had any issues with pointing them elsewhere. Yes, it is possible to control where any of these directories are located by using -set sysdir-. I put the following line in my profile to point Stata to where I put my personal ado-files (on a mapped network drive): ** sysdir set PERSONAL "Y:\ebooth\projects\ado\personal\\" ** ~ Eric __ Eric A. Booth Public Policy Research Institute Texas A&M University [hidden email] Office: +979.845.6754 On Aug 21, 2010, at 7:37 AM, DE SOUZA Eric wrote: > Something I must have done wrong got my previous post got my previous post on this topic attached to another thread. This is why I am posting it again. > > I haven't been able to find this in the manuals or FAQs. > > On Monday, an administrator will install Stata 11 on my computer. During the installation is it possible to control where the various directories are installed and to name them. > > This is what I have with Stata 10: > sysdir > STATA: C:\Program Files\Stata10\ > UPDATES: C:\Program Files\Stata10\ado\updates\ > BASE: C:\Program Files\Stata10\ado\base\ > SITE: C:\Program Files\Stata10\ado\site\ > PLUS: c:\ado\plus\ > PERSONAL: c:\ado\personal\ > OLDPLACE: c:\ado\ > > I would like to avoid creating the PLUS, PERSONAL, OLDPLACE directories directly on the C:\drive. > > Is there any disadvantage to creating them in the ¨Program > Files\Stata11 directory? Eric de Souza College of Europe Brugge > (Bruges) Belgium > > Eric de Souza > College of Europe > Brugge (Bruges) > Belgium > > > * > * 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/ * * 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/ * * 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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