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st: bivariate probit

From   "Axel Heitmueller" <>
Subject   st: bivariate probit
Date   Thu, 27 Mar 2003 19:39:24 -0000

hi there,

I'm running biprobits and need to calculate out-of-sample 
predictions afterwards which can be done by using one of the 
predict commands. yet, I also need to calculate a new rho for 
these predictions. the initial idea was to use the linear predictions, 
calculate the new error terms by simply do y-xbhat and then get 
the correlation between them. however, I've tried to do that for 
e(sample) predictions in order to replicate the rho given by stata 
and the manual rho is by no means identical. is this a 
consequence of stata's way to estimate rho in the maximum 
likelihood and is there any way to replicate rho manually for out of 
sample predictions?



Axel Heitmueller, 
Centre for Economic Reform and Transformation, CERT
School of Management
Heriot-Watt University
EH14 4AS
phone +44(0)131 451 3969
fax +44 (0)131 451 3296
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