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RE: st: RE: Maximum likelihood estimation of tobit and probit


From   "Janet Phiri" <janetphiri7@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: RE: Maximum likelihood estimation of tobit and probit
Date   Wed, 17 Mar 2004 19:02:23 +0000

Thanks Julian for this information.

However, the errors in the two equations are assumed to be correlated. This is a case of child labor and schooling. So the two decisions are different but potentailly jointly determined. I want the child schooling to be a probit but the child labor to be a tobit (modeling hours of work) instead of it being another probit (you work=1 or do not work=0). I have experience with estimating bivariate probit models (two probit equations) but not where a probit and a tobit are estimated simultaneously. May be it is some type of a seemingly unrelated regression.

Anyone else out there who can help or who has done something similar?

Thanks,
Janet


From: "Julian Fennema" <j.a.fennema@hw.ac.uk>
Reply-To: statalist@hsphsun2.harvard.edu
To: <statalist@hsphsun2.harvard.edu>
Subject: st: RE: Maximum likelihood estimation of tobit and probit
Date: Wed, 17 Mar 2004 18:22:16 -0000

Dear Janet,

It sounds like you may be referring to a Cragg-type double hurdle model,
where the probit determines whether the censored dependent variable can
be observed or not.

If this is indeed the case, I have coded this and it can be downloaded
at the following site:
http://www.som.hw.ac.uk/somjaf/stata.htm

Hope that this is what you are looking for.

Julian

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Janet Phiri
Sent: 17 March 2004 18:15
To: statalist@hsphsun2.harvard.edu
Subject: st: Maximum likelihood estimation of tobit and probit


Hello,

Does anyone know how I can estimate a simultaneous equation of a tobit
and a
probit in Stata? That is, instead of a bivariate probit, do a similar
estimation but for a tobit and probit equation. I read something like
that
in a World Bank Review paper but I am not sure how do the estimation.

Thanks.
Janet

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