Statalist


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

Re: st: AW: simultaneous probit model


From   Robert A Yaffee <[email protected]>
To   [email protected]
Subject   Re: st: AW: simultaneous probit model
Date   Thu, 08 Oct 2009 09:25:22 -0400

they are not simultaneous.  The model suggested
might be implemented with MCMC estimation.
     Regards,
          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 <[email protected]>
Date: Thursday, October 8, 2009 8:54 am
Subject: st: AW: simultaneous probit model
To: [email protected]


> <> 
> 
> Have you had a look at -ssc d cmp-?
> 
> 
> HTH
> Martin
> 
> 
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Marie-Benoit
> MAGRINI
> Gesendet: Donnerstag, 8. Oktober 2009 14:49
> An: [email protected]
> 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: [email protected]
> http://www.toulouse.inra.fr/agir
> http://www.international.inra.fr
> ---------------------------------------------------------------
> 
> 
> 
> 
> 
> 
> 
> *
> *   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/

*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index