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Re: st: Constraints in mprobit

From   Richard Williams <>
Subject   Re: st: Constraints in mprobit
Date   Thu, 25 May 2006 22:54:19 -0500

At 08:16 PM 5/25/2006, Emily Clough wrote:
I can get yours to work, but not mine.  Here's an example of what I've
been getting (the "Equation[1] not found" error message is the one I get

. constraint 1 [1]ref_Chances=0
Try referring to the equation # rather than the value of the dv, e.g.

constraint 1 [#1]ref_Chances=0

There are different ways of referring to equations (value of y, value label, equation #), and if one way doesn't work, sometimes another way will. Stata seems to be a little inconsistent across commands as to how constraints are implemented, or whether they are even allowed at all.

Incidentally, note that in Rich Gate's example, he used the value labels of Y when referring to the equations. If he had instead done the seemingly equivalent

. constraint 1 [2]age = [3]age

. mprobit insure age male nonwhite site2 site3, constraints(1)
(note: constraint number 1 caused error r(303))

you see that he would get an error. (But do the same thing with mlogit and it runs fine).

As a sidelight, you'll see that there are several little differences between mlogit and mprobit. e.g. mlogit reports a LR chi-square, mprobit reports a Wald chi-square. mlogit uses the value labels of y for the equations, mprobit (sometimes) uses labels like _outcome_1, _outcome_2. They even differ in how you are allowed to abbreviate constraints! I don't think Stata was aiming for perfect consistency between the two commands. mlogit seems to have always had some sort of privileged status among Stata commands, e.g. it can do things with equation labels that other commands can't do - and my impression is that Stata kind of regrets that it did that! Perhaps StataCorp feels that it is stuck with the way it did mlogit but it doesn't have to do the same things with new commands.

Richard Williams, Notre Dame Dept of Sociology
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