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Re: st: SUR between an ordinary least squares model and a probit model?


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: SUR between an ordinary least squares model and a probit model?
Date   Sat, 07 Jun 2008 16:38:36 +0200

Maybe you can download -cmp- from SSC! I quote from the help:
"cmp's modeling framework therefore embraces [...] in
    principle even regress, sureg, and ivreg / ivregress, as well as the
    user-written triprobit, mvprobit, bitobit, mvtobit, and (in its non-endogenous
    mode} bioprobit. It goes beyond them in several ways. 
    [...] And cmp allows the model to vary by observation.  
    Equations can have different but overlapping samples."

Nicola

At 02.33 05/06/2008 -0400, "Mingfeng Lin" wrote:
>Greetings!
>
>I have two models with the same independent variables (different
>dependent variables, obviously).  One equation is a probit model, and
>the other an ordinary least squares.  Can anyone give me some
>suggestions on how to estimate these two equations simultaneously,
>similar to SUR?
>
>If I understand correctly, the -sureg- in Stata applies to two
>ordinary least squares models, while the -biprobit- works on two
>probit models.  -mvreg- also seems to be designed for two ordinary
>least squares equations.  What should I do if I want to estimate two
>equations with different functional forms simultaneously?
>
>Thank you very much for any suggestions! 

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