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Re: st: Stata: IMR after biprob


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Stata: IMR after biprob
Date   Fri, 31 Jul 2009 21:11:46 -0400

rhythm Em<rhythmem@yahoo.com> :

The code runs if you cut and paste it into the command window, but
uses some user-written commands, so preface it with:

ssc inst ivreg2
ssc inst ranktest
ssc inst estout

but did you try

ssc desc cmp

?

On Fri, Jul 31, 2009 at 3:27 PM, rhythm Em<rhythmem@yahoo.com> wrote:
>
> Dear Austin Nichols,
> Thank you very much for your suggestion. I got some general idea to formulate the model even though I could not run the program
> you forwarded me (it says: lwage is not a valid estimator). Back to my model -- more preciously, I found that my dependendent variables are partially related. The option "partial" after biprob, I think is suitable for partial observability. Will model formulated in the way you suggested
> in previous e-mail also work in this case? I seek your suggestions regarding program formulation.Thank You.
> Regards,
> Rhythm
>
>
> rhythm Em<rhythmem@yahoo.com> :
> ssc desc cmp
> or try e.g.
>
> use http://fmwww.bc.edu/ec-p/data/wooldridge/card, 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<rhythmem@yahoo.com> 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.

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