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st: RE: biprobit and restrictions on RHO

From   "Maarten Buis" <>
To   <>
Subject   st: RE: biprobit and restrictions on RHO
Date   Fri, 20 Jul 2007 18:02:23 +0200

--- Nirina F wrote:
> I know biprobit can just run but can anyone help if I would like to
> restrict rho to  a value say 0.3

It is possible. You have to know that Stata doesn't maximize with 
respect to rho, but to the Fisher's Z transformation of rho (also 
known as the arc-hyperbolic tangent of rho, which is implemented 
as the -atanh()- function in Stata). So if you want to constrain 
the rho to be .3, than you have to tell Stata to constrain the 
appropriate parameter to -atanh(.3)-. The appropriate parameter 
is the constant in the athrho equation. This is what I have done
in the example below (except that I use -.3 instead of .3 as that
better fits in this data):

*----------- begin example -----------------
use, clear
local athrho = atanh(-.3)
constraint 1 [athrho]_cons = `athrho'
biprobit priv vote logptax loginc years, constraint(1)
*------------ end example ------------------
(For more on how to use examples I sent to the Statalist, see )

Hope this helps,

Maarten L. Buis
Department of Social Research Methodology 
Vrije Universiteit Amsterdam 
Boelelaan 1081 
1081 HV Amsterdam 
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434 

+31 20 5986715

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