I have a question about how to reproduce the results of fracreg with the probit link fuction with gsem. Any help greatly appreciated.
Code:
use http://www.stata-press.com/data/r14/401k fracreg probit prate mrate c.ltotemp##c.ltotemp c.age##c.age i.sole Iteration 0: log pseudolikelihood = -1769.6832 Iteration 1: log pseudolikelihood = -1675.2763 Iteration 2: log pseudolikelihood = -1674.6234 Iteration 3: log pseudolikelihood = -1674.6232 Iteration 4: log pseudolikelihood = -1674.6232 Fractional probit regression Number of obs = 4,075 Wald chi2(6) = 815.88 Prob > chi2 = 0.0000 Log pseudolikelihood = -1674.6232 Pseudo R2 = 0.0632 ------------------------------------------------------------------------------------- | Robust prate | Coefficient std. err. z P>|z| [95% conf. interval] --------------------+---------------------------------------------------------------- mrate | .5859715 .0387616 15.12 0.000 .5100002 .6619429 ltotemp | -.6102767 .0615052 -9.92 0.000 -.7308246 -.4897288 | c.ltotemp#c.ltotemp | .0313576 .003975 7.89 0.000 .0235667 .0391484 | age | .0273266 .0031926 8.56 0.000 .0210691 .033584 | c.age#c.age | -.0003159 .0000875 -3.61 0.000 -.0004874 -.0001443 | sole | only plan | .0683196 .0272091 2.51 0.012 .0149908 .1216484 _cons | 3.25991 .2323929 14.03 0.000 2.804429 3.715392 -------------------------------------------------------------------------------------
Code:
gsem ( prate <- mrate c.ltotemp##c.ltotemp c.age##c.age i.sole, family(beta) link(probit)) Iteration 0: log likelihood = -1.#IND Hessian is not negative semidefinite
Any help greatly appreciated.
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