Ordered Probit

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u03bmm9
Posts: 1
Joined: Fri Dec 14, 2012 5:35 am

Ordered Probit

Postby u03bmm9 » Fri Dec 14, 2012 5:44 am

I'm trying to run an ordered probit, on several explanatory variables that themselves are dummy variables (e.g. socio-economic status can take the value of 1, 2, 3 or 4).

From Quick/Estimate Equation/Ordered I wrote:
variabley @expand(variablex1) @expand(variablex2) @expand(variablex3) @expand(variablex4) @expand(variablex5)

I get the following error:
"WARNING: Singular covariance - coefficients are not unique
Covariance matrix computed using second derivatives"

Anything?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Ordered Probit

Postby startz » Fri Dec 14, 2012 8:16 am

Dummy variable trap?
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