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Re: st: SUR and a system of logit models


From   [email protected]
To   [email protected]
Subject   Re: st: SUR and a system of logit models
Date   Sun, 27 Apr 2008 18:57:06 +0200

1) -biprobit- fits ML two-equation probit models  either a bivariate probit or a seemingly unrelated probit (limited to two equations)
2) -bioprobit- fits ML two-equation ordered probit models � either a bivariate ordered probit or a seemingly unrelated ordered probit (limited to two equations)
3) -triprobit- estimates simulated maximum-likelihood three-equation probit models � either a trivariate probit or a seemingly unrelated probit (limited to three equations), using the GHK smooth recursive simulator
4) -mvprobit- estimates M-equation probit models � either a multivariate or a seemingly unrelated probit, by the method of maximum simulated likelihood (MSL)
I know that logit is not the same as probit, but I usually don't mind the difference :-) 
Otherwise you can have a look at -cmp- (all programs should be available from SSC but the first which is built-in the Stata version which I use - version 9.2); use -findit- to check for the remaining commands)

Warning: I didn't set Statalist-disturbing automatic replies. Thus please note in advance that I will be offline for the next 8 days at least, and thus unable to continue this discussion for a while.
Nicola

At 02.33 26/04/2008 -0400, "F. Gao" wrote:
>Dear all,
>
>I could not find reference on the following. Your help is greatly appreciated.
>
>What to do if I have a system of logit models (binary dependent
>variables) and wish to do SUR regression?
>eg: Pr(A=1)=f(x,y), Pr(B=1)=f(x,z) 


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