Statalist


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

Re: st: AW: simultaneous probit model


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: simultaneous probit model
Date   Thu, 08 Oct 2009 09:33:25 -0400

Perhaps the probit with endogenous covariates model would work
if you jacknifed or bootstrapped it to obtain the parameter estimates.

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: Robert A Yaffee <bob.yaffee@nyu.edu>
Date: Thursday, October 8, 2009 9:24 am
Subject: Re: st: AW: simultaneous probit model
To: statalist@hsphsun2.harvard.edu


> 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
> > ---------------------------------------------------------------
> > 
> > 
> > 
> > 
> > 
> > 
> > 
> > *
> > *   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/

*
*   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 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index