Chiara said
i'm trying to find a "different" way to estimate competing risks model
for the labour market transitions: usually those are estimated by
assuming independence of risks and therefore the equations are
estimede once a time, I'm interested in verify if the hypothesis of
indep is realistic for my transitions, mainly to check if there is
correlation between the erro terms of my equations. Anyway, my
dependent variable and some covariates are binary/dummy variables and
they presumably require ML estimation. Is there any way to estimate
SURE with ML in Stata? I have tried with sureg but the default is
estimated with GLS...
findit seemingly unrelated probit
Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics with Stata:
http://stata-press.com/books/imeus.html
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