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st: RE: Re: probit and ordered probit eqns in a simultaneous system


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: probit and ordered probit eqns in a simultaneous system
Date   Tue, 11 Jul 2006 10:51:42 +0100

I can't help on this, but I can flag Statalist
advice and policy on repeated posts, which is 
detailed at 

http://www.stata.com/support/faqs/res/statalist.html#noanswer

Nick 
n.j.cox@durham.ac.uk 

Michael Alexander
 
> I posted this query to the list last week but unfortunately noone has 
> had the opportunity to respond as yet. I am posting it again in case 
> someone is now able to help. Or if my query is an 
> inappropriate one for 
> the list, perhaps someone can let me know.

> > I have a particular econometric problem that I am trying to 
> analyse in 
> > Stata. I am trying to model employment of mothers (binary dependent 
> > variable) with the inclusion of self-reported health as an 
> explanatory 
> > variable. I am postulating that self-reported health (a five-level 
> > categorical variable) is endogeous to employment. Following Cai and 
> > Kalb (2006) I am also postulating that labour force status 
> is also a 
> > determinant of self-reported health (although this is of secondary 
> > importance to me).
> >
> > Consequently, my modelling approach was to do a system of two 
> > equations (one for LFS and one for self-reported health) 
> and estimate 
> > them simultaneously. Unfortunately, I have only found the 
> -mvprobit- 
> > command which will sort of allow me to model this, but only if I 
> > convert my self-reported health variable to a binary 
> variable. What I 
> > ideally need is a command that will allow me to 
> simultaneously model  
> > a binary dependent variable (employment) and an ordinal categorical 
> > dependent variable (self-reported health, which has 
> five-levels). Does 
> > such a command exist? Or am I able to build my own estimator ? (Not 
> > something I am keen on as I haven't done a lot of 
> programming but am 
> > willing to give it a go if this is the only approach).
> >
> > An alternative approach would be to not worry about the 
> impact of LFS 
> > on self-reported health and only focus on the endogenous nature of 
> > self-reported health on employment. That way I could use an 
> > instrumental variable approach to dealing with the endogeniety of 
> > self-reported health in an employment equation. But as far as I can 
> > make out, this still requires me to model self-reported health as a 
> > binary variable (using -ivprobit-). Can I use an 
> instrumental variable 
> > approach even when my endogeous variable is (ordinal) categorical.

> > Cai, L. and Kalb, K. (2006), 'Health Status and Labour Force 
> > Participation: Evidence from the HILDA Data', Health 
> Economics, vol. 
> > 15, March, pp. 241-261.

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