Ordered probit estimation error message

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Joanne
Posts: 5
Joined: Tue Jun 22, 2010 11:45 am

Ordered probit estimation error message

Postby Joanne » Wed Jun 23, 2010 4:01 am

Hi all
I am estimating an ordered probit model, but it is giving me the following error message: non-positive liklihood value for observation 2006.
Considering that I am using a panel and there are 308 different 2006 observation per variable, I don't know where to begin looking for the problem. Any suggestions? thanks

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Ordered probit estimation error message

Postby EViews Gareth » Wed Jun 23, 2010 10:05 am

Can you tell if this is at starting values, or during the iterative process?

Joanne
Posts: 5
Joined: Tue Jun 22, 2010 11:45 am

Re: Ordered probit estimation error message

Postby Joanne » Wed Jun 23, 2010 10:33 am

I'm not entirely sure. I'm used to working with time series data unfortunately and have never encountered such a problem. The message comes up after I click ok in the estimation window (with starting coefficent values set as eviews supplied). If I change the starting values to the zero option, then it allows me to estimate the regresstion, but if I set the starting coefficient values to any of the other options then it gives me that same error message.

EViews Gareth
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Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Ordered probit estimation error message

Postby EViews Gareth » Wed Jun 23, 2010 10:35 am

You could stick with using zero, or, if you want to be more thorough, you could use user-supplied and try different combinations.


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