In short, I estimate 4 probit regressions, examining the effects of a variable X on the probability of being employment (versus unemployed), on 4 worker groups:
1. total sample
2. sector a
3. sector b
4. sector c.
In each model the command is the same:
dprobit employed X
and all the estimations are successfully carried out.
Then I try to incorporate all 4 regressions in 1, i.e. estimate a multinomial probit model.
In this case I examine whether variable X affects mobility between these sectors a, b and c, using an indicator variable taking the values 1, 2 and 3, respectively.
The command use is:
mprobit id X
However, in all my attempts the model cannot estimated. The results either indicate "Hessian not negatively semi-definite" or the iterations (not concave) just continue for ever.
May someone explain to me how comes the probit models are estimated without problems, but the multinomial probit model not? Using the same data set?
Are there any ways to solve this?
Related Posts with Why probit works, but multinomial probit doesn't?
different 'Beta' values in the same Effect coding in regressionI have entered a categorial variable (country) to a regression and I coded their values in Effect co…
Collapse by what?Hi everyone, I have the following database which I describe quickly. Basically it is a escalation o…
Reshaping multiple variables at onceHi All, I have data that resembles the following: Code: * Example generated by -dataex-. To insta…
Finding the values behind encodeHi All, I am working with two rounds of survey data, that interviews individuals across different s…
Multiple imputation when there is a certain group that did not answer a certain questionHello Statalist, I have a general question about multiple imputations method in Stata. There are mu…
Subscribe to:
Post Comments (Atom)
0 Response to Why probit works, but multinomial probit doesn't?
Post a Comment