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From |
"Sammy.Oyombe" <sammy.oyombe@undp.org> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: RE: RE : st: solving for unobserved hetereogeneity with two simultaneous equations |

Date |
Mon, 24 Sep 2007 14:53:00 +0300 |

Dear David, I am sure that you will be pleased to read from your old friend in the name of Sammy Oyombe. How are you doing at that end of the world? I left the civil service early this year and are now in UNDP. I am impressed to note that you have continued to use stata for data analysis. I came across your name in your query and felt I should communicate with you. I wish you all the best. Sammy Oyombe. _____ From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ojakaa David Sent: Friday, September 21, 2007 9:11 PM To: statalist@hsphsun2.harvard.edu Subject: st: RE : st: solving for unobserved hetereogeneity with two simultaneous equations Hi, Thank you for the hints, but my problem is neither a question of ivreg nor one of bi-probit, and let me explain it more clearly: 1. I have longitudinal data ( an individual survey in which the date of birth for each child is recorded) and a community counterpart for which the year when each health facility offering family planning services surveyed was opened. For each woman, dates of birth are observed (noted) for each year since 1967 when expansion of health facilities began, including 1984 when the population policy was introduced, ending in 1998 when the survey was conducted. I merge the two datasets to obtain a panel as indicated above. 2. My problem is to estimate the effects (impact) of various factors (such as whether the health facility providing FP services lives within 5 kms of the community, as well as the introduction of the 1984 population policy) on fertility (whether a woman had a birth during each year of observation). 3. I therefore set up the following two equations to handle unobserved heterogeneity (fixed effects and random effects) at the level of the community and at the individual level: Equation 1 (Binary logit): P(having an annual birth)= effects of individual factors + effects of community factors (e.g. clinic is located within 5 Kms of the community)+ effect of introduction of 1984 population policy (which is the interaction of year dummy and whether FP facility was open at that time) + ..... Equation 2: (Binary logit): P(FP clinic is located within 5 Kms of the community)= effects of community characteristics + ........ 4. Since the two dependent variables are non-linear, I think that I should not use the instrumental variables technique which is for continuous dependent variables. 5. In the final analysis, I think that it is a question of solving (integrating out the random unobserved factors) the two equations with (full information?) maximum likelihood. How to do it in stata? _____ De: owner-statalist@hsphsun2.harvard.edu de la part de Partha Deb Date: jeu. 2007-09-20 23:55 À: statalist@hsphsun2.harvard.edu Objet : Re: st: solving for unobserved hetereogeneity with two simultaneous equations David, I'm assuming that "FP clinic is located within 5 Kms of the community" is in equation 1, i.e., that is your endogenous treatment. If so, you have 2 choices that capture the spirit of what you want to do 1. Estimate a bivariate probit (-biprobit-). The advantage is that the model respects the binary nature of your dependent variables. The disadvantage is that it makes a parametric assumption about the distribution (which, of course, you did with the logit). 2. Estimate a linear simultaneous equations system (-ivregress-, -ivreg2-). It is not designed explicitly for binary variables, but is less parametric and is not inappropriate. If you aren't thinking about endogeneity, you can use -biprobit- or -sur-. Good luck. Partha Ojakaa David wrote: > I have two equations that try to control for unobserved heterogeneity. > > Equation 1 (Binary logit): P(having an annual birth)= effects of individual factors + effects of community factors (for example access to FP clinics)+..... > > Equation 2: (Binary logit): P(FP clinic is located within 5 Kms of the community)= effects of community characteristics + ........ > > What is the stata code that I should use to solve for the two equations simultaneously? > > * > * For searches and help try: > * HYPERLINK "http://www.stata.com/support/faqs/res/findit.html"http://www.stata.com/supp ort/faqs/res/findit.html > * HYPERLINK "http://www.stata.com/support/statalist/faq"http://www.stata.com/support/sta talist/faq > * HYPERLINK "http://www.ats.ucla.edu/stat/stata/"http://www.ats.ucla.edu/stat/stata/ -- Partha Deb Department of Economics Hunter College ph: (212) 772-5435 fax: (212) 772-5398 HYPERLINK "http://urban.hunter.cuny.edu/~deb/"http://urban.hunter.cuny.edu/~deb/ Emancipate yourselves from mental slavery None but ourselves can free our minds. - Bob Marley * * For searches and help try: * HYPERLINK "http://www.stata.com/support/faqs/res/findit.html"http://www.stata.com/supp ort/faqs/res/findit.html * HYPERLINK "http://www.stata.com/support/statalist/faq"http://www.stata.com/support/sta talist/faq * HYPERLINK "http://www.ats.ucla.edu/stat/stata/"http://www.ats.ucla.edu/stat/stata/ No virus found in this incoming message. Checked by AVG Free Edition. Version: 7.5.488 / Virus Database: 269.13.30/1025 - Release Date: 9/23/2007 1:53 PM No virus found in this outgoing message. Checked by AVG Free Edition. Version: 7.5.488 / Virus Database: 269.13.30/1025 - Release Date: 9/23/2007 1:53 PM

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**References**:**st: solving for unobserved hetereogeneity with two simultaneous equations***From:*"Ojakaa David" <david.ojakaa@umontreal.ca>

**Re: st: solving for unobserved hetereogeneity with two simultaneousequations***From:*Partha Deb <partha.deb@hunter.cuny.edu>

**st: RE : st: solving for unobserved hetereogeneity with two simultaneous equations***From:*"Ojakaa David" <david.ojakaa@umontreal.ca>

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