Using Stata 13, I am utilising -regoprob2- in order to try and estimate a dynamic random effects generalised ordered probit model using household panel data, over three waves.
The variable which encaptulates the dynamic element is generated thus:
When using the aformentioned variable using -regoprob2-, using the following syntax:
where $IndepVars is a macro of explanatory variables and id is the panel identifier.
Having done so, Stata produces the following:
This I find puzzling, as the same model estimated using -oprobit- and -gologit2- using the option link(probit) estimates without such issues with 34883 observations.
Just to check I have tried the same with the simplist dynamic model:
and the error is still the same yet, using -oprobit- and -gologit2-, the estimation executes without error.
Can anyone advise me on what may be going wrong here?
If I have been sparse with any information on the issue, please do let me know and I will provide elucidation.
The variable which encaptulates the dynamic element is generated thus:
Code:
g lvar = var[_n-1] if id==id[_n-1]
Code:
regoprob2 var lvar $IndepVars, i(id)
Having done so, Stata produces the following:
Code:
Fitting constant-only model: Fitting full model: Iteration 0: log likelihood = -37689.925 Iteration 1: log likelihood = -35263.161 no observations r(2000);
Just to check I have tried the same with the simplist dynamic model:
Code:
regoprob2 var lvar, i(id)
Can anyone advise me on what may be going wrong here?
If I have been sparse with any information on the issue, please do let me know and I will provide elucidation.