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AW: st: AW: simultaneous probit model


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: AW: simultaneous probit model
Date   Thu, 8 Oct 2009 15:23:59 +0200

<> 

Marie can investigate this issue with the help of his slides:
http://www.stata.com/meeting/dcconf09/dc09_roodman.ppt



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Robert A Yaffee
Gesendet: Donnerstag, 8. Oktober 2009 15:24
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: AW: simultaneous probit model

Martin,
   If I recall the Washington DC presentation of David Roodman, 
he maintained that these models could not handle heteroskedasticity.
   - Bob

Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University

Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf

CV:  http://homepages.nyu.edu/~ray1/vita.pdf

----- Original Message -----
From: Martin Weiss <martin.weiss1@gmx.de>
Date: Thursday, October 8, 2009 8:54 am
Subject: st: AW: simultaneous probit model
To: statalist@hsphsun2.harvard.edu


> <> 
> 
> Have you had a look at -ssc d cmp-?
> 
> 
> HTH
> Martin
> 
> 
> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Marie-Benoit
> MAGRINI
> Gesendet: Donnerstag, 8. Oktober 2009 14:49
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: simultaneous probit model
> 
> Hello,
> 
> I am looking for a program allowing me to implement the « model 6 » in 
>  
> the book of Maddala (1983, ?Limited dependent and qualitative  
> variables in econometrics?, chapter 8 about the two-stage estimation  
> 
> methods, page 246).
> 
> That is, I am trying to estimate the following simultaneous probit  
> model :
> 
> (1) Y1 = a*Y2 + b*X1 + e1
> 
> (2) Y2 = b*Y1 + c*X2 + e2
> 
> where Y1 and Y2 are two endogeneous binary variables; X1 and X2 are  
> two sets of exogenous variables of Y1 and Y2 respectively; e1 and e2  
> 
> the error terms.
> 
> Y1 and Y2 are endogenously determined by each other.
> 
>   I have looked at the ?cdsimeq? program but I understand that it  
> corresponds to the model where one dependent variable is continuous  
> and the other binary. So it cannot be used in my case.
> 
> I have also looked at the ?biprobit? procedure but I understand that  
> 
> it is adapted only for recursive model that is only one dependent  
> variable is an explicative of the other one (the model 6 I?ve been  
> trying to estimate is not recursive).
> 
> Could someone tell me if this simultaneous probit model can be  
> estimated with STATA ?
> 
> best regards,
> 
> mb magrini
> 
> using Stata 10
> 
> --------------------------------------------------------------
> Marie-Benoît MAGRINI
> PhD in Economics
> INRA - French National Institute for Agricultural Research
> UMR1248 AGIR
> BP 52627
> 31326 Castanet Tolosan
> FRANCE
> Phone: 33 (0)5 61 28 54 22
> Fax: 33 (0)5 61 73 20 77
> email: mbmagrini@toulouse.inra.fr
> http://www.toulouse.inra.fr/agir
> http://www.international.inra.fr
> ---------------------------------------------------------------
> 
> 
> 
> 
> 
> 
> 
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