Statalist The Stata Listserver


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

st: probit in 3 steps


From   "Stephen P. Jenkins" <stephenj@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: probit in 3 steps
Date   Fri, 21 Jul 2006 10:16:51 +0100

------------------------------
Date: Thu, 20 Jul 2006 14:01:54 -0400 (CLT)
From: fquevedo@uc.cl
Subject: st: probit in 3 steps

Hi,

I am trying to run a probit model with 2 previous selections
equations.  Stata
has the comand heckprob for 1 previous selection equation.
I don`t know how I can run this model.
I hope your help.
Thank you.
----- 


An article in the most recent Stata Journal (vol 6 no. 2) by Lorenzo
Cappellari and me discusses how to estimate multivariate probit models
with selection (-heckprob- is the special case of a bivariate probit
with one selection). We discuss an example and provide code for a
trivariate probit with one selection, but you should be able to adapt
the code easily enough. The Stata programs and example do files are
downloadable from the SJ site

SJ-6-2  st0101  .  Multivar. normal probabilities by simulation, with
MSL est.
        (help mvnp, mdraws if installed)  . .  L. Cappellari and S. P.
Jenkins
        Q2/06   SJ 6(2):4--37
        discusses methods for calculating multivariate normal
        probabilities by simulation and introduces two commands:
        mdraws and egen mvnp()



Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.
http://www.iser.essex.ac.uk  
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/ 


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index