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Re: st: biprobit


From   Stas Kolenikov <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: biprobit
Date   Wed, 13 Oct 2004 14:44:42 -0400

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.

Stas

On Wed, 13 Oct 2004 09:11:25 -0400, Conway, Karen
<ksconway@cisunix.unh.edu> wrote:
> 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

-- 
Stas Kolenikov
http://stas.kolenikov.name
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