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From |
rhythm Em <rhythmem@yahoo.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Stata: IMR after biprob |

Date |
Tue, 4 Aug 2009 14:11:09 -0700 (PDT) |

Dear Austin Nichols, After a couple of user written commands, the model you forwarded runs. Thanks for your response. I am sorry to be unclear about some of the things. Actually, I am searching for something like: y1= 1 or 0 y2= 1 or 0 (y1 and y2 are partilaly related, partial observability of Meng and Schmidt type is appropriate) I formulated: biprobit y1 y2 x1 x2 x3 x4, partial I want to have predicted probabilities and IMRs from first equation to put on my second equation like: wage = y1 y2 x1 x2 x3 x4 x5 predicted-probs IMRs so that I can get appropriate cofficients for y1 and y2 in relation to wage in second equation. Note: wage is not binary. Now, does the command ivreg2 works in this case? can you suggest me the program to formulate in stata for this model. I am thankful for your all responses and hope to get help if you know. Thanks. Sincerely, Rhythm ----- Original Message ---- From: Austin Nichols <austinnichols@gmail.com> To: statalist@hsphsun2.harvard.edu Sent: Friday, July 31, 2009 7:11:46 PM Subject: Re: st: Stata: IMR after biprob 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. * * 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/ * * 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/

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