Verifying the Solution from a Nonlinear Solver: A Case Study
Abstract
The probit is generally considered to be one of the easiest nonlinear maximum likelihood problems. Nonetheless, in the course of at-tempting to replicate G. S. Maddala’s (1992, pp. 335–38) probit example, Houston Stokes (2003) encountered great difficulty. Of the six coeffi-cients, five coefficients/standard errors he could duplicate, but the sixth was off by more than rounding error. So he tried another package. And another. And another.... Finally, five dif-ferent packages had declared convergence to five solutions that differed only in the sixth coefficient. Estimates of the sixth coefficient ranged from 4.4 to 8.1, and estimates on its standard error ranged from 46 to 114,550.
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Several studies have shown that statistical findings from non-experimental data in economics are not always easy to replicate.
“In economics, several studies have shown that statistical findings from non-experimental data are not always easy to replicate ( 29 ).”
From Evaluating replicability of laboratory experiments in economics (2016) · cites this paper as [29]
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References 68 · Cited by 220
- Authors
- McCullough, B. D., & Vinod, H. D.
- Affiliations
- Drexel University (US)
- Fordham University (US)
- Venue
- American Economic Review
- Publisher
- American Economic Association
- Published
- 2003-05-01
- Volume
- 93
- Issue
- 3
- Pages
- 873-892
- ISSN
- 0002-8282 (ISSN-L)
- OpenAlex
- W2081962207
- Cited by
- 220
- References
- 68
- Citations by year
- 2026: 7 · 2025: 2 · 2024: 8 · 2023: 4 · 2022: 11 · 2021: 6 · 2020: 34 · 2019: 16 · 2018: 7 · 2017: 6 · 2016: 9 · 2015: 7 · 2014: 8 · 2013: 11 · 2012: 5
- FWCI
- 15.38
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- American Economic Review (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
- Keywords
- probit model, solution verification, standard errors, coefficient estimation, replication
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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