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Re: st: RE: biprobit and restrictions on RHO


From   "Nirina F" <fstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: biprobit and restrictions on RHO
Date   Fri, 20 Jul 2007 12:18:00 -0400

Thanks a lot Marteen. I will try and let you know.
Regrds,
Nirina

On 7/20/07, Maarten Buis <M.Buis@fsw.vu.nl> wrote:
--- 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 http://www.stata-press.com/data/r9/school.dta, 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
http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )

Hope this helps,
Maarten

-----------------------------------------
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

http://home.fsw.vu.nl/m.buis/
-----------------------------------------




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