Seemingly unrelated bivariate probit: backs up during iterations

Hi everyone,

I am trying to run the biprobit regression, using the following syntax:

biprobit (dep = east year02 east02 year17 east17 hhtransfers01 age) (hhtransfers01 = civilservant selfemployed whitecollar unemployed retired maternity ln_hhwage east year02 east02 year17 east17 age) if year02==1|year97==1|year17==1, robust cluster(pid)

The dependent variable 'dep' is a dummy, the endogenous variable 'hhtransfers01' is also a dummy, and I have omitted several additional covariates because "input statement exceeds linesize limit".

The example dataset (here are the data from 'first-stage regression', so the dependent variable is hhtransfers01):

Code:

* Example generated by -dataex-. To install: ssc install dataex
clear
input float(hhtransfers01 whitecollar unemployed retired maternity ln_hhwage east year02 east02 year17 east17 age age_sq college vocational secondaryschool intermediate_tech male) byte nrchild double adults float(married divorced marriedsep widowed)
0 0 0 0 0 10.094948 0 0 0 0 0 38 1444 0 0 1 0 1 1  3 1 0 0 0
1 0 0 1 0 2.3025851 1 0 0 0 0 75 5625 0 1 0 0 0 0  1 0 0 0 0
1 0 0 0 0  9.562414 0 0 0 0 0 26  676 0 1 0 0 1 2  6 1 0 0 0
1 0 0 0 0  9.554104 1 0 0 0 0 41 1681 0 1 0 0 0 0  6 1 0 0 0
1 0 0 1 0 2.3025851 0 0 0 0 0 73 5329 0 1 0 0 1 0  2 1 0 0 0
0 1 0 0 0  9.895108 1 0 0 0 0 23  529 0 1 0 0 0 0  3 0 0 0 0
0 1 0 0 0  9.987223 0 0 0 0 0 38 1444 0 1 0 0 1 3  2 1 0 0 0
0 0 0 0 0 10.175197 0 0 0 0 0 58 3364 0 1 0 0 0 0  2 1 0 0 0
1 0 0 0 0  9.704279 0 0 0 0 0 32 1024 0 1 0 0 0 2 10 1 0 0 0
1 0 0 1 0 2.3025851 0 0 0 0 0 71 5041 0 1 0 0 0 0  6 1 0 0 0
0 0 0 0 0  9.082587 1 0 0 0 0 46 2116 1 0 0 0 0 0  6 1 0 0 0
1 1 0 0 0  9.688937 0 0 0 0 0 37 1369 0 1 0 0 1 3  7 1 0 0 0
1 0 0 1 0 2.3025851 0 0 0 0 0 73 5329 0 1 0 0 0 0  1 0 0 0 1
1 0 0 1 0  9.179333 1 0 0 0 0 66 4356 1 0 0 0 1 0  4 1 0 0 0
1 0 1 0 0  8.138702 1 0 0 0 0 32 1024 0 1 0 0 1 0  3 0 0 0 0
0 0 0 0 0 10.369502 1 0 0 0 0 19  361 0 0 1 0 0 1  3 0 0 0 0
1 0 0 0 0  9.156665 1 0 0 0 0 42 1764 0 1 0 0 1 1  3 1 0 0 0
1 1 0 0 0 10.060232 1 0 0 0 0 54 2916 1 0 0 0 0 0  4 1 0 0 0
1 0 0 1 0 2.3025851 1 0 0 0 0 67 4489 0 1 0 0 0 0  2 0 0 0 0
0 0 0 0 0  8.917277 1 0 0 0 0 48 2304 0 1 0 0 1 0  3 1 0 0 0
1 0 0 0 0  8.872163 0 0 0 0 0 62 3844 0 0 1 0 1 1  6 1 0 0 0
0 0 0 0 0  9.927752 1 0 0 0 0 21  441 0 1 0 0 1 0  4 0 0 0 0
1 0 0 0 0 10.069217 0 0 0 0 0 32 1024 0 1 0 0 1 0  8 1 0 0 0
0 0 0 0 0  9.736532 0 0 0 0 0 56 3136 0 0 1 0 0 0  3 1 0 0 0
0 0 0 0 0  9.859391 1 0 0 0 0 37 1369 0 1 0 0 1 2  2 1 0 0 0
1 0 0 1 0 2.3025851 1 0 0 0 0 66 4356 0 1 0 0 0 0  2 1 0 0 0
1 0 0 0 0 10.302567 1 0 0 0 0 21  441 0 0 1 0 1 0  3 0 0 0 0
0 1 0 0 0  9.983632 0 0 0 0 0 25  625 0 1 0 0 1 0  5 0 0 0 0
1 1 0 0 0 2.3025851 0 0 0 0 0 37 1369 1 0 0 0 0 0  3 0 0 0 0
0 1 0 0 0  9.814597 0 0 0 0 0 29  841 0 1 0 0 1 5  5 1 0 0 0
0 1 0 0 0 10.741157 0 0 0 0 0 52 2704 0 1 0 0 0 1  2 1 0 0 0
0 1 0 0 0  9.928025 1 0 0 0 0 47 2209 0 1 0 0 0 0  2 1 0 0 0
0 1 0 0 0 10.469828 1 0 0 0 0 38 1444 0 1 0 0 0 1  2 1 0 0 0
1 0 0 0 0 2.3025851 1 0 0 0 0 65 4225 0 1 0 0 0 0  1 0 0 0 1
1 0 0 1 0 2.3025851 0 0 0 0 0 86 7396 0 1 0 0 1 0  2 1 0 0 0
1 0 1 0 0  9.555804 0 0 0 0 0 57 3249 0 1 0 0 0 0  3 0 1 0 0
1 1 0 0 0  9.902702 1 0 0 0 0 57 3249 1 0 0 0 1 0  4 1 0 0 0
0 0 0 0 0  9.915798 0 0 0 0 0 42 1764 0 1 0 0 1 2  2 1 0 0 0
1 0 0 0 0  9.206563 0 0 0 0 0 57 3249 0 0 1 0 1 1  6 1 0 0 0
1 0 0 0 1  9.270395 1 0 0 0 0 28  784 0 1 0 0 0 4  5 0 1 0 0
0 1 0 0 0 10.655889 0 0 0 0 0 57 3249 0 1 0 0 0 0  4 1 0 0 0
1 0 0 1 0 2.3025851 0 0 0 0 0 66 4356 0 1 0 0 0 0  2 1 0 0 0
1 0 0 0 1  9.322296 1 0 0 0 0 34 1156 0 1 0 0 0 2  2 1 0 0 0
0 0 0 0 0 10.082283 0 0 0 0 0 21  441 0 0 0 0 0 0  5 0 0 0 0
1 0 1 0 0  9.365743 1 0 0 0 0 39 1521 0 1 0 0 1 0  3 1 0 0 0
1 0 0 0 0  9.769922 0 0 0 0 0 58 3364 0 1 0 0 1 0  3 1 0 0 0
1 0 0 0 0  9.413492 0 0 0 0 0 63 3969 0 0 1 0 0 1  3 0 0 0 0
1 0 0 0 0  8.349057 1 0 0 0 0 53 2809 0 1 0 0 1 0  2 1 0 0 0
1 0 0 0 0 10.129205 1 0 0 0 0 57 3249 0 1 0 0 1 1  6 1 0 0 0
1 0 0 0 0 2.3025851 0 0 0 0 0 65 4225 0 0 0 1 0 1  3 0 0 0 0
1 0 0 0 0 2.3025851 1 0 0 0 0 18  324 0 0 0 1 0 1  3 0 0 0 0
1 1 0 0 0  9.930808 0 0 0 0 0 42 1764 1 0 0 0 1 2  4 0 0 0 0
1 0 0 0 0  9.554104 1 0 0 0 0 42 1764 0 1 0 0 1 0  6 1 0 0 0
0 0 0 0 0  9.609755 1 0 0 0 0 19  361 0 0 0 1 1 0  6 0 0 0 0
1 0 0 1 0 2.3025851 0 0 0 0 0 70 4900 0 1 0 0 1 0  3 1 0 0 0
0 0 0 0 0  7.738974 0 0 0 0 0 18  324 0 0 0 0 0 2  3 0 0 0 0
0 0 0 0 0 2.3025851 1 0 0 0 0 26  676 0 1 0 0 1 0  2 0 0 0 0
0 0 0 0 0 10.095004 1 0 0 0 0 32 1024 0 1 0 0 1 1  4 1 0 0 0
1 1 0 0 0  8.878243 1 0 0 0 0 50 2500 1 0 0 0 1 1  5 1 0 0 0
1 0 0 0 0  8.972113 0 0 0 0 0 57 3249 0 1 0 0 0 0  4 1 0 0 0
1 0 0 0 0  9.780347 0 0 0 0 0 39 1521 0 1 0 0 1 2  5 1 0 0 0
. 0 0 0 0 2.3025851 0 0 0 0 0 75 5625 1 0 0 0 1 2  1 0 0 0 1
1 0 1 0 0  9.328406 0 0 0 0 0 20  400 0 0 0 1 0 1  5 0 0 0 0
0 1 0 0 0  9.969839 0 0 0 0 0 45 2025 0 1 0 0 1 0  2 1 0 0 0
1 0 0 0 1  9.288425 1 0 0 0 0 25  625 0 1 0 0 0 2  2 1 0 0 0
0 0 0 0 0 10.101118 0 0 0 0 0 42 1764 0 1 0 0 1 3  2 1 0 0 0
0 0 0 0 0 9.0124655 1 0 0 0 0 48 2304 0 1 0 0 0 0  3 1 0 0 0
1 0 0 0 0   9.39289 0 0 0 0 0 51 2601 0 0 1 0 0 0  4 1 0 0 0
0 1 0 0 0   9.70097 0 0 0 0 0 52 2704 0 1 0 0 1 1  5 1 0 0 0
1 0 0 0 0  9.843033 0 0 0 0 0 42 1764 0 1 0 0 1 2  4 1 0 0 0
0 0 0 0 0  10.20931 0 0 0 0 0 35 1225 0 1 0 0 0 1  2 0 1 0 0
1 0 0 0 0  9.447353 1 0 0 0 0 27  729 0 1 0 0 1 1  6 0 0 0 0
1 0 0 0 0  8.396678 0 0 0 0 0 40 1600 0 1 0 0 1 2  2 1 0 0 0
1 1 0 0 0  8.156669 1 0 0 0 0 26  676 0 1 0 0 1 0  3 0 0 0 0
0 1 0 0 0 10.169083 1 0 0 0 0 36 1296 1 0 0 0 0 1  1 0 0 0 0
1 0 0 1 0  7.694472 0 0 0 0 0 71 5041 0 0 1 0 1 1  6 1 0 0 0
0 0 0 0 0  9.956157 1 0 0 0 0 49 2401 0 1 0 0 1 1  3 1 0 0 0
1 1 0 0 0  9.253366 1 0 0 0 0 33 1089 1 0 0 0 0 0  3 0 0 0 0
0 1 0 0 0 10.537738 0 0 0 0 0 47 2209 0 1 0 0 1 1  2 1 0 0 0
0 1 0 0 0  10.28999 1 0 0 0 0 39 1521 1 0 0 0 1 1  2 1 0 0 0
1 1 0 0 0  8.654283 0 0 0 0 0 27  729 0 1 0 0 0 0  4 0 0 0 0
1 0 1 0 0 2.3025851 0 0 0 0 0 53 2809 0 1 0 0 0 0  3 1 0 0 0
1 0 0 0 0  9.788313 0 0 0 0 0 57 3249 0 1 0 0 1 1  6 1 0 0 0
0 0 0 0 0 2.3025851 0 0 0 0 0 67 4489 1 0 0 0 0 0  1 0 1 0 0
1 0 0 0 0 2.3025851 0 0 0 0 0 28  784 0 0 1 0 1 0  4 0 0 0 0
1 0 1 0 0  8.241956 1 0 0 0 0 45 2025 1 0 0 0 0 1  3 1 0 0 0
1 0 0 0 0  7.869942 1 0 0 0 0 61 3721 0 1 0 0 0 0  1 0 0 0 1
0 0 0 0 0 10.254573 0 0 0 0 0 24  576 0 0 0 0 1 0  4 0 0 0 0
0 0 0 0 0 10.311508 0 0 0 0 0 47 2209 0 1 0 0 1 1  3 1 0 0 0
1 0 0 1 0 2.3025851 0 0 0 0 0 74 5476 0 0 1 0 0 0  2 1 0 0 0
1 1 0 0 0  9.340629 1 0 0 0 0 25  625 0 1 0 0 0 1  3 1 0 0 0
0 1 0 0 0  9.689745 1 0 0 0 0 54 2916 0 1 0 0 0 0  3 1 0 0 0
1 0 0 0 0   7.93868 1 0 0 0 0 34 1156 0 1 0 0 0 3  2 0 0 0 0
0 0 0 0 0  11.02635 0 0 0 0 0 59 3481 0 1 0 0 1 0  1 1 0 0 0
1 1 0 0 0  9.596244 0 0 0 0 0 40 1600 0 1 0 0 0 0  6 1 0 0 0
0 0 0 0 0  9.787611 0 0 0 0 0 41 1681 0 1 0 0 1 1  2 0 0 1 0
0 0 0 0 0  8.567282 0 0 0 0 0 55 3025 1 0 0 0 1 0  2 1 0 0 0
1 0 0 0 0  9.339465 1 0 0 0 0 34 1156 0 1 0 0 1 0  2 1 0 0 0
1 1 0 0 0  8.512483 1 0 0 0 0 56 3136 0 1 0 0 0 0  3 1 0 0 0
0 1 0 0 0  9.705004 1 0 0 0 0 39 1521 1 0 0 0 1 2  2 1 0 0 0
end

Biprobit starts "backing up" after fifth iteration, and I don't know what is the problem. The same regression for only two years (for 1997 and 2002 but excluding 2017) works without problems.

I have tried to use OLS to run a first-stage regression, and it worked. Probit on first-stage doesn't.

Thanks in advance!

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