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Re: st: Constraints in mprobit


From   rgates@stata.com (Richard Gates)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Constraints in mprobit
Date   Wed, 24 May 2006 16:45:24 -0500

Emily Clough <eclough@unt.edu> inquired about using constraints with -mprobit-.
Here is an example:

. webuse sysdsn3
(Health insurance data)

. constraint 1 [Prepaid]age = [Uninsure]age

. mprobit insure age male nonwhite site2 site3, constraints(1)

Iteration 0:   log likelihood = -538.23525  
Iteration 1:   log likelihood = -534.84715  
Iteration 2:   log likelihood = -534.72541  
Iteration 3:   log likelihood = -534.72518  
Iteration 4:   log likelihood = -534.72518  

Multinomial probit regression                     Number of obs   =        615
                                                  Wald chi2(9)    =      39.87
Log likelihood = -534.72518                       Prob > chi2     =     0.0000

 ( 1)  [Prepaid]age - [Uninsure]age = 0
------------------------------------------------------------------------------
      insure |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
Prepaid      |
         age |  -.0086853   .0049274    -1.76   0.078    -.0183428    .0009722
        male |   .4727575   .1716502     2.75   0.006     .1363293    .8091858
    nonwhite |   .8230185   .1976466     4.16   0.000     .4356384    1.210399
       site2 |    .101763   .1793036     0.57   0.570    -.2496655    .4531915
       site3 |  -.4916245   .1903472    -2.58   0.010    -.8646981   -.1185508
       _cons |   .1701124   .2662816     0.64   0.523      -.35179    .6920149
-------------+----------------------------------------------------------------
Uninsure     |
         age |  -.0086853   .0049274    -1.76   0.078    -.0183428    .0009722
        male |   .3431705   .2429219     1.41   0.158    -.1329478    .8192887
    nonwhite |   .2643862   .2751911     0.96   0.337    -.2749785    .8037508
       site2 |  -.6934505   .2801114    -2.48   0.013    -1.242459   -.1444422
       site3 |  -.1884719   .2476282    -0.76   0.447    -.6738143    .2968706
       _cons |  -.8266897   .2948186    -2.80   0.005    -1.404523   -.2488559
------------------------------------------------------------------------------
(insure=Indemnity is the base outcome)


-Rich
rgates@stata.com
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