[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Sirois, Maureen" <Maureen.Sirois@puc.state.nh.us> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: two-stage probit least squares |

Date |
Wed, 13 Aug 2003 15:24:18 -0400 |

Could I apply ivprob to an ordered probit model. Perhaps I could use ivoprob. What I'm trying to do is estimate an order probit model that has a series of independent variables. I suspect that there is sample selection in regard to one variable, which happens to be a dummy variable. With this Treatment Effects model, I was hoping to derive the inverse mills ratio using the simple ordered probit (with the end. Dummy variable). Then I think I would use the inverse mills ratio to estimate a new equation, so that it would be treated has an independent variable along with the others. I was thinking that I could manipulate the heck command in some way, but the e-mail below suggests a possible alternative. I would greatly appreciate some suggestions. Sincerely, Maureen L. Sirois, ABD Utility Analyst New Hampshire Public Utilities Commission 8 Old Suncook Rd. Concord, NH 03301-7319 e-mail: maureen.sirois@puc.state.nh.us (603)271-2431 -----Original Message----- From: Mark Schaffer [mailto:M.E.Schaffer@hw.ac.uk] Sent: Wednesday, August 13, 2003 2:38 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: two-stage probit least squares Emiko, -ivprob- might do what you want. You can use it to estimate a single- equation probit in which one or more RHS regressors is endogenous. You would need to investigate whether it matters if your RHS endogenous regressor is a 1/0 variable or not. Hope this helps. --Mark Date sent: Tue, 12 Aug 2003 15:42:17 -0700 From: emiko takagi <takagi@usc.edu> Subject: st: two-stage probit least squares To: statalist@hsphsun2.harvard.edu Send reply to: statalist@hsphsun2.harvard.edu > Hi, > > I would like to test a model with two binary dependent variables > that are correlated with each other. The ideal approach seems to > be 2SLS; however, because of the binary natures of the endogeneous > variables, I believe the 2SLS will produce inconsistent results. > Is it possible to run two-stage probit least squares in STATA? > > Emiko Takagi > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ Prof. Mark E. Schaffer Director Centre for Economic Reform and Transformation Department of Economics School of Management & Languages Heriot-Watt University, Edinburgh EH14 4AS UK 44-131-451-3494 direct 44-131-451-3008 fax 44-131-451-3485 CERT administrator http://www.som.hw.ac.uk/cert * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

- Prev by Date:
**st: RE: xi command** - Next by Date:
**st: using sample weights in the absence of stratification and clustering** - Previous by thread:
**Re: st: two-stage probit least squares** - Next by thread:
**st: generating categorical variables** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |