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st: Clarification on biprobit


From   "Alfredo Paloyo" <arpaloyo@up.edu.ph>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Clarification on biprobit
Date   Sat, 26 Feb 2005 11:29:11 +0800

> [3] . biprobit (p = X s) (s = X p),
> 
> with the constraint that [athrho]_cons = 0.
> 
> 3.  Would this be equivalent to running a two separate probits?  I ran

> ". probit p X s" and did not get the same results.

Yes, it is the same.  The reason why I got different results the first
time is because I ran -probit- instead of -svyprobit-, which I should
have.  As I indicated before, I have survey data with pweight.

> 4.  -mfx- is able to compute the marginal effects but fails for the 
> standard error, returning "warning:  predict() expression unsuitable 
> for standard error calculation".  Can I still be confident in 
> interpreting the marginal effects in this case?

First, -mfx- fails to compute the standard errors if I run it after the
constrained -biprobit-.  However, if I run two separate -svyprobit-'s
(which, as mentioned, gives me the same results as the constrained
-biprobit-), -mfx- is able to compute the standard errors in both cases.
The marginal probability (p = 1) in the bivariate probit is exactly the
same as the "probability of positive outcome" in the single-equation
probit.  I suppose it is no problem if I use the standard errors
reported by -mfx- after -svyprobit-.

The question of confidence about the accuracy of the reported dy/dx's
without standard errors has not been resolved:

http://www.stata.com/statalist/archive/2003-11/msg00434.html

The rest of my questions
(http://www.stata.com/statalist/archive/2005-02/msg00797.html) are still
unresolved.  I am particularly interested in questions 5-7.  Any ideas
would be tremendously appreciated.

Much thanks.

--
Paloys

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