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st: problem with mvprobit


From   "Georg Metzger" <Metzger@zew.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: problem with mvprobit
Date   Mon, 19 Nov 2007 13:55:15 +0100

Dear all,
I have a problem in estimating a multivariate probit ('mvprobit' from
ssc).
I want to estimate a multivariate probit model with four equations.
There is an (important) variable in the specification, which predicts
the outcome of the fourth equation perfectly. In a normal probit
estimation both this variable and the relevant observations would be
dropped out. However, it is not the case if applying the mvprobit
command, I think, because the variable and the relevant observations
contribute to explain the outcome of the other equations. The mvprobit
estimation results in outrageous values for both the coefficient and the
standard error of this variable. I know that one can't interpret this
values; however, does anybody know if including the variable
significantly bias the other estimation results? Or should I better
leave out the equation with the perfect fit estimating a trivariate
specification?

Best,
Georg

          Georg Metzger
          Zentrum für Europäische Wirtschaftsforschung (ZEW) GmbH
          L 7,1 - 68161 Mannheim
          Telefon: 0621 1235-185
          Telefax: 0621 1235-170
          E-Mail: metzger@zew.de

Zentrum für Europäische Wirtschaftsforschung GmbH (ZEW) 
Centre for European Economic Research 
L 7, 1 · 68161 Mannheim · Germany 
Sitz der Gesellschaft: Mannheim · Amtsgericht Mannheim HRB 6554 
Aufsichtsratsvorsitzender: Finanzminister Gerhard Stratthaus MdL 
Geschaeftsfuehrer: Prof. Dr. Dr. h.c. mult. Wolfgang Franz, Thomas Kohl

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


Zentrum für Europäische Wirtschaftsforschung GmbH (ZEW)
Centre for European Economic Research
L 7, 1 · 68161 Mannheim · Germany
Sitz der Gesellschaft: Mannheim · Amtsgericht Mannheim HRB 6554
Aufsichtsratsvorsitzender: Finanzminister Gerhard Stratthaus MdL 
Geschaeftsfuehrer: Prof. Dr. Dr. h.c. mult. Wolfgang Franz, Thomas Kohl 
------------------------------------------------------------------------
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