Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: RE: estimating a system with continuous +discrete variables


From   "R.E. De Hoyos" <redeho2@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: RE: estimating a system with continuous +discrete variables
Date   Tue, 9 Mar 2004 17:57:58 -0000

Not really. -selmlog- assumes that the endogenous variable is continuos but
censored (e.g. wages).

-selmlog- could be seen as an alternative to the Heckman two-stage procedure
where instead of correcting for the non-observed distribution using a probit
a multilogit is used. The variable of interest is the continuos one however
the results from the multilogit are presented. Therefore this might be what
Leopoldo is looking for.

Hope this helps,

Rafa


----- Original Message -----
From: "Joao Pedro W. de Azevedo" <jazevedo@provide.com.br>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, March 09, 2004 4:45 PM
Subject: st: RE: estimating a system with continuous +discrete variables


> I'm sorry... Selmlog only works when the endogenous variable is
> plichotomous... Please disregard my suggestion.
> JP
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Leopoldo
Avellan
> Sent: Tuesday, March 09, 2004 3:41 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: estimating a system with continuous +discrete variables
>
>
> Hi
>
> I want to estimate a system of equations, in which, one endogenous
variable
> is continuous and the other is  polichotomous and discrete (ordered probit
> or logit).
>
> I found the routine CDSIMEQ but this one works if the discrete variable is
> dichotomous and not polichotomous.
>
> Does anyone know how to estimate this sytem with 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/
>
> *
> *   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index