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Re: st: biprobit
You might be mixing things up with another model that is estimated in
Stata as -heckprob-, when the binary dependent variable of the first
equation is used as an explanatory variable in the second equation.
-biprobit- just says, "There are two outcomes that are affected by
exactly the same regresssors". It is similar to -mvreg- where you have
multiple continuous outcomes.
On Wed, 13 Oct 2004 09:11:25 -0400, Conway, Karen
> Just a follow-up question to Marc's clear discussion of bivariate probit... Suppose that one finds rho is not significantly different from zero in the case of a simultaneous probit model. Does that mean that you can treat the endogenous dichotomous regressor as exogenous when you estimate the two probits separately? In other words, is rho a de facto exogeneity test as well? My understanding is that you can include the observed dichotomous regressor on the rhs, even though its endogenous, BECAUSE you are estimating with a bivariate probit (Greene 2003, p. 716).
> Karen Conway
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