Re: st: bivariate probit

 From "Andrea Rispoli" To statalist@hsphsun2.harvard.edu Subject Re: st: bivariate probit Date Sun, 15 Jun 2008 11:46:22 +0200

```thank you!

On Sat, Jun 14, 2008 at 8:55 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- Andrea Rispoli <andrea.rspl@gmail.com> wrote:
>> I am using a bivariate probit (biprobit) estimation of two equations.
>> I am interested in looking at the correlation between the two
>> regressions. I noticed that Stata output does not provide with the
>> p-value for rho (as it happens in the case of trivariate probit).
>> Should I look at the P>|z| provided for the athrho?
>> What does the athrho refers to?
>
> athrho is the Fisher's Z transformation of the correlation, also known
> as the arc-hyperbolic tangent. To get your estimates in the correlation
> metric you can apply the inverse of this transformation, the hyperbolic
> tangent, which is built into Stata as the -tanh()- function:
>
> *--------------- begin example ----------------
> webuse school
> biprobit private vote logptax loginc years
> nlcom tanh([athrho]_b[_cons])
> testnl tanh([athrho]_b[_cons])=0
> *--------------- end example ------------------
> (For more on how to use examples I sent to the Statalist, see
> http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
>
> The thing you probably don't want to do is to perform tests on the
> edges of the parameter space, in this case testing whether the
> correlation is 1 or -1. Things usually get a weird in these areas.
>
> -- Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
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```