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st: address standard error of rho in bivariate probit

From   Bernhard Ganglmair (BGSE) <>
Subject   st: address standard error of rho in bivariate probit
Date   Sun, 13 Aug 2006 02:46:18 +0200


version 8

1) I estimate two bivariate probit models (bivar1, bivar2) using two different samples and would like to test for equality of the correlation coefficient rho that I get for each sample. rho I address with e(rho), but how do I address the standard error of rho that is reported in the output table? ereturn list gives me p-values and chi-squared for the null, but no standard errors directly.

2) To test for equality of rho in the two samples I thought of running a suest on bivar1 and bivar2 and then conduct a simple Wald test using test, but suest seems to have lost the results for rho in bivar1 and bivar2. Anybody some suggestions how such a test could be run? I am clueless.

Best, Bernhard

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