How to reproduce fracreg with gsem

[Arkangel Cordero]

Dear Statalisters,

I have a question about how to reproduce the results of fracreg with the probit link fuction with gsem. Any help greatly appreciated.

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
-------------------------------------------------------------------------------------

I am unable to reproduce the results with gsem

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.

[Arkangel Cordero]

I think I got it. In beta regression, the DV cannot be equal to 1, it must be 0 < DV < 1.