Hi,

I am estimating (using Stata 15) an eprobit model with an endogenous treatment, for which I had no problems to get my results. I then added a selection equation into the model. Again I had no problems to get the results, but when I requested “estat teffects” I got error: r(459); unconditional standard errors derived assuming full estimation sample; indepvars dropped observations from the estimation sample

Below is the output:

eprobit STEM1 i_mother_STEM1 i_father_STEM1 SES_16 public_lastattend_16 black hispanic asian other_race born_outside_US_09 S1M8GRADE S1S8GRADE if male==1 [pweight= W4STUDENT ], endog( quint_SE_science =black hispanic asian other_race born_outside_US_09 females_better_sci_12 males_better_sci_12) entreat( quint_SE_math =black hispanic asian other_race born_outside_US_09 females_better_math_12 males_better_math_12) select( STEM_SEL=SES_16 black hispanic asian other_race born_outside_US_09 S1M8GRADE S1S8GRADE)

Iteration 0: log pseudolikelihood = -5614971.3 (not concave)
Iteration 1: log pseudolikelihood = -5596401.7 (not concave)
Iteration 2: log pseudolikelihood = -5592425.9
Iteration 3: log pseudolikelihood = -5590915.4
Iteration 4: log pseudolikelihood = -5590481.4
Iteration 5: log pseudolikelihood = -5590478
Iteration 6: log pseudolikelihood = -5590476.7
Iteration 7: log pseudolikelihood = -5590476.6
Iteration 8: log pseudolikelihood = -5590476.6

Extended probit regression Number of obs = 6,002
Selected = 2,930
Nonselected = 3,072

Wald chi2(65) = 3803.15
Log pseudolikelihood = -5590476.6 Prob > chi2 = 0.0000

----------------------------------------------------------------------------------------------------------
| Robust
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-----------------------------------------+----------------------------------------------------------------
STEM1 |
quint_SE_math#c.i_mother_STEM1 |
1 | -.148569 .4065356 -0.37 0.715 -.9453642 .6482262
2 | .5056623 .3318633 1.52 0.128 -.1447778 1.156102
3 | .3256328 .2134744 1.53 0.127 -.0927694 .7440349
4 | .7239973 .2516604 2.88 0.004 .2307519 1.217243
5 | -.069731 .2152069 -0.32 0.746 -.4915288 .3520668
|
quint_SE_math#c.i_father_STEM1 |
1 | .2533652 .2647097 0.96 0.338 -.2654563 .7721868
2 | .4786356 .1932019 2.48 0.013 .0999668 .8573045
3 | -.011679 .1153956 -0.10 0.919 -.2378502 .2144923
4 | .0282787 .2350685 0.12 0.904 -.4324471 .4890045
5 | .2104867 .1187956 1.77 0.076 -.0223485 .4433218
|
quint_SE_math#c.SES_16 |
1 | .086819 .1472752 0.59 0.556 -.2018351 .3754731
2 | .2515503 .1253819 2.01 0.045 .0058063 .4972943
3 | .2295749 .0705524 3.25 0.001 .0912947 .367855
4 | .1400528 .1157784 1.21 0.226 -.0868686 .3669742
5 | .4308746 .0745862 5.78 0.000 .2846884 .5770609
|
quint_SE_math#c.public_lastattend_16 |
1 | -.1516702 .2263683 -0.67 0.503 -.5953438 .2920034
2 | -.0069883 .1674163 -0.04 0.967 -.3351182 .3211416
3 | .1490599 .0952639 1.56 0.118 -.0376539 .3357737
4 | -.2128028 .2076264 -1.02 0.305 -.6197432 .1941375
5 | .1930297 .1091364 1.77 0.077 -.0208737 .4069331
|
quint_SE_math#c.black |
1 | .6399084 .2222113 2.88 0.004 .2043822 1.075435
2 | -.2729328 .2072492 -1.32 0.188 -.6791337 .133268
3 | -.3603368 .1553349 -2.32 0.020 -.6647877 -.055886
4 | -.7067506 .4012809 -1.76 0.078 -1.493247 .0797455
5 | -.1449118 .1621207 -0.89 0.371 -.4626625 .1728389
|
quint_SE_math#c.hispanic |
1 | .2408152 .2714497 0.89 0.375 -.2912165 .7728468
2 | -.7946789 .3295237 -2.41 0.016 -1.440534 -.1488243
3 | .1837409 .1604568 1.15 0.252 -.1307486 .4982304
4 | -.2596534 .2332557 -1.11 0.266 -.7168262 .1975194
5 | .4321371 .1409771 3.07 0.002 .1558271 .7084471
|
quint_SE_math#c.asian |
1 | .6713395 .3162161 2.12 0.034 .0515673 1.291112
2 | -.2549521 .2748735 -0.93 0.354 -.7936942 .2837901
3 | .1678412 .1584014 1.06 0.289 -.1426199 .4783022
4 | .1467712 .3956659 0.37 0.711 -.6287198 .9222621
5 | .5011747 .1719527 2.91 0.004 .1641537 .8381957
|
quint_SE_math#c.other_race |
1 | .4749269 .5010124 0.95 0.343 -.5070394 1.456893
2 | -4.637538 .3956829 -11.72 0.000 -5.413062 -3.862013
3 | -.1332754 .3637941 -0.37 0.714 -.8462987 .5797478
4 | -.0193722 1.010543 -0.02 0.985 -2 1.961255
5 | .1298392 .2700248 0.48 0.631 -.3993997 .659078
|
quint_SE_math#c.born_outside_US_09 |
1 | -.9285975 .2949906 -3.15 0.002 -1.506769 -.3504266
2 | .9441311 .2427041 3.89 0.000 .4684398 1.419822
3 | .1679828 .185806 0.90 0.366 -.1961901 .5321558
4 | .322378 .2777503 1.16 0.246 -.2220026 .8667587
5 | .1526763 .1567528 0.97 0.330 -.1545536 .4599063
|
quint_SE_math#c.S1M8GRADE |
1 | -.1017562 .0986499 -1.03 0.302 -.2951064 .0915939
2 | -.2302872 .0946695 -2.43 0.015 -.4158359 -.0447384
3 | -.1659052 .0770112 -2.15 0.031 -.3168443 -.0149661
4 | -.2813823 .1077213 -2.61 0.009 -.4925122 -.0702524
5 | -.1858676 .0716639 -2.59 0.009 -.3263263 -.0454089
|
quint_SE_math#c.S1S8GRADE |
1 | -.304631 .1067682 -2.85 0.004 -.5138928 -.0953692
2 | -.1301092 .0854387 -1.52 0.128 -.2975661 .0373476
3 | -.2092395 .0664904 -3.15 0.002 -.3395583 -.0789208
4 | -.0896403 .1235197 -0.73 0.468 -.3317346 .1524539
5 | -.3084999 .0920062 -3.35 0.001 -.4888287 -.128171
|
quint_SE_math#c.quint_SE_science |
1 | .2752502 .1261597 2.18 0.029 .0279817 .5225186
2 | .2504317 .1369033 1.83 0.067 -.0178939 .5187574
3 | .2846423 .1272172 2.24 0.025 .0353012 .5339834
4 | .2899682 .1295951 2.24 0.025 .0359664 .5439699
5 | .2507978 .1210809 2.07 0.038 .0134836 .488112
|
quint_SE_math |
1 | -2.141577 .4844202 -4.42 0.000 -3.091023 -1.192131
2 | -1.810154 .452775 -4.00 0.000 -2.697577 -.9227312
3 | -1.479844 .4426186 -3.34 0.001 -2.347361 -.6123279
4 | -.8420212 .558763 -1.51 0.132 -1.937177 .2531342
5 | -.702769 .5248314 -1.34 0.181 -1.73142 .3258817
-----------------------------------------+----------------------------------------------------------------
STEM_SEL |
SES_16 | .5965235 .0370671 16.09 0.000 .5238734 .6691736
black | -.0330034 .077794 -0.42 0.671 -.1854769 .1194701
hispanic | .2163677 .0985583 2.20 0.028 .023197 .4095384
asian | .3087751 .1382146 2.23 0.025 .0378794 .5796708
other_race | -.026438 .2022562 -0.13 0.896 -.4228529 .3699769
born_outside_US_09 | -.0282954 .1300281 -0.22 0.828 -.2831459 .2265551
S1M8GRADE | -.2638304 .042529 -6.20 0.000 -.3471856 -.1804751
S1S8GRADE | -.2909902 .0472436 -6.16 0.000 -.383586 -.1983944
_cons | .795263 .0773303 10.28 0.000 .6436983 .9468276
-----------------------------------------+----------------------------------------------------------------
quint_SE_math |
black | .1694316 .0697336 2.43 0.015 .0327562 .3061071
hispanic | -.0664563 .0600596 -1.11 0.269 -.1841709 .0512583
asian | -.0573843 .1095525 -0.52 0.600 -.2721033 .1573348
other_race | .4164889 .2383339 1.75 0.081 -.0506369 .8836148
born_outside_US_09 | .0870108 .0961466 0.90 0.365 -.101433 .2754547
females_better_math_12 | -.5188768 .0608887 -8.52 0.000 -.6382165 -.3995371
males_better_math_12 | .2211114 .0438839 5.04 0.000 .1351006 .3071222
-----------------------------------------+----------------------------------------------------------------
quint_SE_science |
black | .0573007 .0846515 0.68 0.498 -.1086132 .2232146
hispanic | -.2123708 .1107208 -1.92 0.055 -.4293795 .004638
asian | .140182 .1399441 1.00 0.316 -.1341034 .4144674
other_race | -.0593436 .2267428 -0.26 0.794 -.5037513 .3850642
born_outside_US_09 | .0159837 .1439778 0.11 0.912 -.2662076 .298175
females_better_sci_12 | -.6278119 .0868022 -7.23 0.000 -.7979411 -.4576826
males_better_sci_12 | .2036587 .0635663 3.20 0.001 .079071 .3282464
_cons | 3.338274 .0367914 90.74 0.000 3.266165 3.410384
-----------------------------------------+----------------------------------------------------------------
/quint_SE_math |
cut1 | -1.004689 .0389313 -1.080993 -.9283855
cut2 | -.4055209 .0324965 -.4692128 -.341829
cut3 | .5475795 .0325822 .4837195 .6114395
cut4 | .763736 .0334358 .6982031 .8292689
-----------------------------------------+----------------------------------------------------------------
var(e.quint_SE_science)| 1.982763 .035501 1.914389 2.053579
-----------------------------------------+----------------------------------------------------------------
corr(e.STEM_SEL,e.STEM1)| .8474798 .0844224 10.04 0.000 .5783122 .9502506
corr(e.quint_SE_math,e.STEM1)| -.4021403 .1184863 -3.39 0.001 -.6064132 -.1480736
corr(e.quint_SE_science,e.STEM1)| -.3146527 .1651857 -1.90 0.057 -.5947832 .0336206
corr(e.quint_SE_math,e.STEM_SEL)| .066771 .0285442 2.34 0.019 .010674 .1224491
corr(e.quint_SE_science,e.STEM_SEL)| .0484466 .0285109 1.70 0.089 -.0075272 .1041177
corr(e.quint_SE_science,e.quint_SE_math)| .3176174 .0195234 16.27 0.000 .2788516 .3553498
----------------------------------------------------------------------------------------------------------

. estat teffects, pomean
unconditional standard errors derived assuming full estimation sample;
indepvars dropped observations from the estimation sample
r(459);

I would be grateful for any suggestions as to what the problem might be.
Chris Sakellariou