Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Chamberlain's minimum distance estimator for cross-section

From   "Kristin J. Kleinjans" <>
To   <>
Subject   st: Chamberlain's minimum distance estimator for cross-section
Date   Mon, 26 Jun 2006 16:35:13 +0200 (CEST)

Dear Statalist,
I am estimating a cross-sectional probit model with clusters. I need to
disentangle the estimated coefficients - I have eight coefficients and
need to recover eight different parameters from the estimates.  To make
my problem more clear, here is a simplified example:
Let's say my estimated coefficients are alpha, beta, and gamma, and the
parameters I need to recover are a, b, and c. The following
equalities hold:

Since the parameters I need enter several of the coefficients, I don't
think I can use the delta method. However, it seems that I could use
Chamberlain's minimum distance estimator.

Does anybody know how to do this in Stata? I am using Stata 8.2.

I searched the usual ways, and all I found was a question to the Statalist
from 2003 about this estimator for panel-data, which was not answered.

Any help would be greatly appreciated.
Thanks a lot,

Kristin J. Kleinjans
University of Aarhus
Department of Economics

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index