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st: Bug in -triprobit-


From   Antoine Terracol <Antoine.Terracol@univ-paris1.fr>
To   StataList <statalist@hsphsun2.harvard.edu>
Subject   st: Bug in -triprobit-
Date   Sun, 16 Jun 2002 12:22:16 +0200

Dear statalisters,

A quite serious flaw has been found by a -triprobit- user. The problem occurs when one has endogenous dichotomous rhs variables in an equation.
For example, the following model

y1=c1+x1*b1+a1*y2+a2*y3+eps1
y2=c2+x2*b2+eps2
y3=c3+x3*b3+eps3

will be incorrectly estimated by -triprobit-

However, a model with no endogenous rhs variables, such as

y1=c1+x1*b1+eps1
y2=c2+x2*b2+eps2
y3=c3+x3*b3+eps3

will be correctly estimated.

The problem comes from an incorect use of the symmetry property of the normal CDF in the presence of endogenous rhs variables.

A new version of -triprobit- will be released as soon as possible, my apologies to the users who might have suffered from the bug.

Feel free to mail me if you have further questions.

Best,
Antoine.


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