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From |
Partha Deb <partha.deb@hunter.cuny.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: simultaneous probit model |

Date |
Thu, 08 Oct 2009 09:41:55 -0400 |

<>

(1) Y1* = a*Y2* + b*X1 + e1 (2) Y2* = b*Y1* + c*X2 + e2

best. Partha Marie-Benoit MAGRINI wrote:

Hello,I am looking for a program allowing me to implement the « model 6 » inthe book of Maddala (1983, “Limited dependent and qualitativevariables in econometrics”, chapter 8 about the two-stage estimationmethods, page 246).That is, I am trying to estimate the following simultaneous probitmodel :(1) Y1 = a*Y2 + b*X1 + e1 (2) Y2 = b*Y1 + c*X2 + e2where Y1 and Y2 are two endogeneous binary variables; X1 and X2 aretwo sets of exogenous variables of Y1 and Y2 respectively; e1 and e2the error terms.Y1 and Y2 are endogenously determined by each other.I have looked at the ‘cdsimeq’ program but I understand that itcorresponds to the model where one dependent variable is continuousand the other binary. So it cannot be used in my case.I have also looked at the ‘biprobit’ procedure but I understand thatit is adapted only for recursive model that is only one dependentvariable is an explicative of the other one (the model 6 I’ve beentrying to estimate is not recursive).Could someone tell me if this simultaneous probit model can beestimated 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/

-- Partha Deb Professor of Economics Hunter College ph: (212) 772-5435 fax: (212) 772-5398 http://urban.hunter.cuny.edu/~deb/ Emancipate yourselves from mental slavery None but ourselves can free our minds. - Bob Marley * * 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/

**Follow-Ups**:**Re: st: simultaneous probit model***From:*Robert A Yaffee <bob.yaffee@nyu.edu>

**References**:**st: simultaneous probit model***From:*Marie-Benoit MAGRINI <marie-benoit.magrini@toulouse.inra.fr>

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