蓝色 发表于 2013-1-13 02:36
看greene的书的sure的章节
谢谢,还有个类似的问题。
我用cmp命令,第一个方程是tobit ,第2个方程是probit,系统估计。出现这个怎么回事?谢谢
Warning: regressor matrix for u25 equation appears ill-conditioned. (Condition number = 24.627319.)
This might prevent convergence. If it does, and if you have not done so already, you may need to remove nearly
collinear regressors to achieve convergence. Or you may need to add a nrtolerance(#) or nonrtolerance option to the command line.
See cmp tips for more information.
Fitting constants-only model for LR test of overall model fit.
Fitting full model.
convergence not achieved