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

["Janet Phiri" <janetphiri7@hotmail.com>]

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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