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From |
"Dario Pozzoli" <dariopozz@gmail.com> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
st: ordered probit with sample selection |

Date |
Mon, 21 Apr 2008 17:47:13 +0200 |

Dear all, I m trying to estimate the likelihood function of the ordered probit model with sample selection. In the first step I have the participation equation in the second I have sector choice (agriculture, formal, informal). The exclusion restriction is non labour income. I think there is a mistake in my code because after ml maximize the likelihood function is not concave, even though the model is very simple. Here it is my code. Could you help in finding the mistake? capture program drop myll program define myll version 6.0 args lnf I1 I2 rho m1 m2 quietly replace `lnf' = ln(normprob(-`I1')) if $ML_y1==0 quietly replace `lnf' = ln(binorm(`m1'-`I2',`I1', `rho' )) if $ML_y1==1 & $ML_y2==1 quietly replace `lnf' = ln(binorm(`m2'-`I2', `I1',`rho')- /* */ binorm(`m1'-`I2', `I1', `rho')) if $ML_y1==1 & $ML_y2==2 quietly replace `lnf' = ln(1- binorm(`m2'-`I2', `I1',`rho')) if $ML_y1==1 & $ML_y2==3 end ml model lf myll (participation: participation=$cntrlp) (choice4: choice4 =$cntrlc, nocons) /rho /m1 /m2 ml init b ml maximize, difficult * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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