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From |
"David Roodman (DRoodman@cgdev.org)" <DRoodman@CGDEV.ORG> |

To |
<statalist@hsphsun2.harvard.edu>, <gaofaye@gmail.com> |

Subject |
RE: st: SUR and a system of logit models |

Date |
Tue, 29 Apr 2008 09:39:39 -0400 |

-cmp- can do 1, 2, 3, or more equations with any combination of linear, tobit, probit, ordered probit variables. It is a "d1" estimator in the language of -ml-, so it tends to be significantly faster than than -mvprobit- and -triprobit- ("d0"/"lf") but significantly slower than -biprobit- and -bioprobit- ("d2"). --David -----Original Message----- 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) * * 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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