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Re: st: Triprobit & mvprobit errors (trivariate probit model)


From   "Stas Kolenikov" <skolenik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Triprobit & mvprobit errors (trivariate probit model)
Date   Tue, 29 Jul 2008 17:41:58 -0500

On 7/29/08, Tiffany Davenport <tiffany.davenport@yale.edu> wrote:
>  I am estimating the following three equations:
>
>  1. Outcome= &agr;1 + &bgr;1TreatmentAContact + &bgr;2TreatmentBContact + &bgr;3Stratum1 +
>  &bgr;4Covariate1 +.+  &bgr;9Covariate6 + &egr;1
>
>  2. TreatmentAContact= &ggr; + &dgr;1Treatment A + &dgr;2Stratum1 + &dgr;3Covariate1 +.+
>  &dgr;8Covariate6 + &egr;2
>
>  3. TreatmentBContact = &pgr; + &thgr; 1TreatmentB + &thgr;2Stratum1 + &thgr;3Covariate1 +.+
>  &thgr;8Covariate6 + &egr;3
>
>  Where
>
>  - All variables are binary including the "Outcome" dependent variable and
>  all explanatory variables.

If all your variables are binary, then some sort of loglinear analysis
should be applicable.You are essentially manipulating a contingency
table. I believe that is a pretty standard biometric technique for
binary/count variables, and should be covered in Agresti's Categorical
Data Analysis and/or Hosmer and Lemeshow's Applied Logistic
Regression. I've never understood it well though. I don't know whether
the multivariate extensions are feasible, either.

-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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