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Re: st: biprobit: set correlation of residuals to zero


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: biprobit: set correlation of residuals to zero
Date   Mon, 1 Sep 2008 17:11:24 +0100 (BST)

--- "Karfakis, Panagiotis (ESAF)" <Panagiotis.Karfakis@fao.org> wrote:
> is there any way I could set a constraint in biprobit so that the
> correlation of the residuals is zero?

In that case you can just estimate separate -probit-s. Alternatively
you can use -constraint-. In that case you need to know that 
-biprobit- does not maximizes the likelihood with respect to the
correlation coefficient, but with respect to the Fischer's Z
transformed correlation. However, the Fischer's Z transformed 0 is
still 0, so that is no problem in this case. Below is an example of how
to do all this in Stata.

*------------------ begin example ------------------------
webuse school
biprobit private vote logptax loginc years
constraint 1 [athrho]_cons=0
biprobit private vote logptax loginc years, constraint(1)
probit private logptax loginc years
probit vote logptax loginc years
*------------------- 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 )

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      
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