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


From   "Karfakis, Panagiotis (ESAF)" <Panagiotis.Karfakis@fao.org>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: biprobit: set correlation of residuals to zero
Date   Mon, 01 Sep 2008 18:20:28 +0200

Dear Maarten,

thank you very mych for your response, which it really helps a lot!!
Takis


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: 01 September 2008 18:11
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: biprobit: set correlation of residuals to zero


--- "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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