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From |
"Sun, Yan (IFPRI)" <Y.SUN@CGIAR.ORG> |

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

Subject |
st: question about bivariate probit |

Date |
Tue, 22 Jul 2008 17:02:43 -0400 |

Dear STATA list, I am now running bivariate probit model. The command is listed as following (y1 is suspected endogenous): "biprobit (y1 x1 x2 x3) (y2 y1 x1 x2 x3)" while both y1 and y2 are 0/1 dummies. I have three questions: 1) When I run univariate preliminary model "probit y2 y1 x1 x2 x3", the coefficient of y1 is strongly significant, which meaning y1 does affect y2; but when I run biprobit model, the coefficient of is y1 is insignificant and rho is small (0.15) and insignificant. What is the possible reason? 2) After I run biprobit, I type command "predict xb1, xb1", but I find 95% of the predicted value for y1 (xb1) are negative, which is strange because the probability (xb1 is supposed to be probability for y1) should between 0 and 1, do I misunderstood something here? 3) I try to run sensitivity analysis for different rho ranging from 0.1 to 0.5 to estimate regression, does anybody knows how to do this? Thank you for your help. Yan IFPRI * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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