[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Stata: IMR after biprob

From   Austin Nichols <>
Subject   Re: st: Stata: IMR after biprob
Date   Fri, 31 Jul 2009 10:22:37 -0400

rhythm Em<> :
ssc desc cmp
or try e.g.

use, clear
g c=educ>15
g m=married==1 if married<.
ivreg2 lwage south smsa (c m=IQ black south66 reg66*)
est sto iv1
biprobit c m IQ black south66 reg66*
predict p11
predict p10, p10
predict p01, p01
g y1=p11+p10
g y2=p11+p01
ivreg2 lwage south smsa (c m=y1 y2)
est sto iv181
esttab iv1 iv181, nogaps mti eq(1) scal(widstat)

On Fri, Jul 31, 2009 at 1:03 AM, rhythm Em<> wrote:
> Hello Stata users,
> I want to apply bivarite probit (as first stage) followed by OLS equation. In second stage, I want to include predicted probabilities and inverse mills ratio as regressor. I have formulated first stage using biprob as:
> biprobit y1 y2 x1 x2 x3 x4, robust. Would someone help me to calculate inverse mills ratio after  biprobit model in stata. I went through the statalist archive about this type of problem but couldnot get the appropriate answer. So, can anyone suggest me to handle my situation?
> I really appreciate your time and contribution.
> Thank You.
> Regards,
> Rhythm

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index