Statalist The Stata Listserver


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

st: address standard error of rho in bivariate probit


From   Bernhard Ganglmair (BGSE) <bganglma@uni-bonn.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: address standard error of rho in bivariate probit
Date   Sun, 13 Aug 2006 02:46:18 +0200

Hi!

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

*
* 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