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From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: 'movestay' command |

Date |
Thu, 9 Jul 2009 10:50:11 -0400 |

Clemence Berson<Clemence.Berson@univ-paris1.fr> : It is not the responsibility of user programmers to support their programs; contributions to SJ and SSC are provided "as is" with no warranty, but I have several guesses as to why your questions did not elicit a complete answer (e.g. claiming "I am not really able to read the code" is not likely to increase your probability of good answers). It is clear from the -movestay- help file and implied by the SJ article at http://www.stata-journal.com/sjpdf.html?articlenum=st0071 that the selection equation and the main outcome equation(s) can have different sets of explanatory variables, and simply trying an example illustrates that it is possible: ssc inst movestay, replace use http://siteresources.worldbank.org/INTPOVRES/Resources/movestay_example.dta ren lmo_wage y ren private s movestay y edu*, select(s=age*) But your "delta" is not a parameter of the -movestay- model, i.e. the difference in expected wage rates conditional on entry to a given sector does not influence the probability of entry except through the correlation of error terms u_i and e_ji (this effect is not a constant delta multiplying a difference in wages, and the selection model you have written down is a linear probability model, so it is far from clear what you intend). You can predict u and either e1 and e2 given the estimates, but not both e terms--though you could draw an e for the unobserved sector from the estimated jointly normal distribution of errors. If you draw ten errors in this way and impute them to each obs, you could estimate the partial correlation of the difference in errors with various observed variables using a regression under multiple imputation. I have no idea if this kind of estimate would be consistent or sensible, but you are free to derive the asymptotic results and program such an estimator yourself. On Thu, Jul 9, 2009 at 4:47 AM, Clemence Berson<Clemence.Berson@univ-paris1.fr> wrote: > I tried all these alternatives before borrowing the statalist, but I am not > able to program in Stata then I am not really able to read the code. > > I sent an e-mail to M.Lokshin and he said he added this option in the last > version of the command. I updated my version but I cannot find this option > in the help file. Moreover, he did not answer me when I asked for some > precisions. Does Anyone could help me ? > > Thanks for your attention, > > -- > Clémence Berson > > > > Nick Cox <n.j.cox@durham.ac.uk> a écrit : > >> You can answer this kind of question yourself: >> >> 1. Look at the help to see what options are documented. >> >> 2. Look at the code using -viewsource- to see if any options are >> undocumented. >> >> Nick >> n.j.cox@durham.ac.uk >> >> Clemence Berson >> >> >> My current working paper compares the discrimination between the private >> and public sectors. I am using the Stata command 'movestay' developed >> by Lokshin and Sajaia. I would like to know whether it is possible to >> use control variables which are not present in the probit equation of >> sector choice with this stata command. >> >> ex: >> lnw_1i = beta_1 (age age2 reg contract nbemployees) + u_1i >> lnw_2i = beta_2 (age age2 reg contract nbemployees) + u_2i >> I= delta(lnw_1i - lnw2i) + gamma(age age2 reg maritalstatus >> csp_parents) + mu_i >> >> where the type of contract and the number of employees in the firm do >> not enter in the probability of working in a particular sector. Is >> there an option to avoid adding these variables to the estimation of I >> and getting the value of delta ? * * 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/

**References**:**st: 'movestay' command***From:*Clemence Berson <Clemence.Berson@univ-paris1.fr>

**st: RE: 'movestay' command***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**Re: st: RE: 'movestay' command***From:*Clemence Berson <Clemence.Berson@univ-paris1.fr>

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