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st: RE: RE: simultaneous probit with two binary variables


From   "Maarten Buis" <M.Buis@fsw.vu.nl>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: simultaneous probit with two binary variables
Date   Mon, 9 Jan 2006 14:52:59 +0100

Dear Cher,

Be warned: I read your question as a request for coding examples, and I only pointed you to -biprobit- as an example of a similar command. I don't know if it is appropriate for the non-recursive model you want to estimate.

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214 

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

Maarten wrote:
> Have you looked at the -biprobit- command?
> 
>> Q Cher Li wrote:
>> I've been trying to estimate the following simultaneous probit models:
>>
>> (1) Y1=a*Y2 + b*X1 + e1;
>> (2) Y2=c*Y1 + d*X2 + e2.
>> 
>> where Y1 and Y2 are two endogenous binary variables; X1, and X2 are two sets
>> of exogenous variables of Y1 and Y2 respectively; e1 and e2 error terms.
>> That is to say, Y1 and Y2 suspected to be endogenously determined by each
>> other.
>>
>> I am thinking of implementing the two-stage method discussed in Maddala
>> (1983) P246-247 (Model 6. y1 and y2 both binary); but am having problems
>> calculating the adjusted standard errors of the second-stage models.



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