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st: something wrong with how I define my biprobit ? or probit? or a bug somewhere


From   Nirina F <fstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: something wrong with how I define my biprobit ? or probit? or a bug somewhere
Date   Sun, 28 Mar 2010 09:01:39 -0400

Hello Statalisters,
I would like to estimate the following where y1 and y2 are both
dichotomous variables  and endogenous.
y1* = alpha1 + betaX + betay2* + e1          (eq. 1)
y2* = alpha2 + betaX + e2                         (eq. 2)
It is true that when rho is zero in a biprobit model of two equations,
then that means that  cov(e1,e2) = 0  and that y2 is exogenous so that
one can just estimate equation 1 with simple  probit.
Now when I try to restrict rho=0 with my biprobit and then  run also
probit with the data and example below, it is wierd that  I do not get
the same coefficient on variable private. With biprobit it is: -0.0180
and with probit, it is -0.177

#delimit ;
webuse school;
local athrho=atanh(0);
constraint 1[athrho]_cons=`athrho';
biprobit (private =  loginc   logeduc years) (vote =  private  loginc
 logeduc years), constraint(1) ;
mfx compute;
outreg2 using  schoolStata, mfx e(all);

Now with probit
#delimit ;
probit vote   private  loginc   logeduc years;
mfx compute;
outreg2 using  schoolStata, mfx e(all);

Could you please point out if there is something wrong in my
definition or this could be an indication that there is a bug with
biprobit?

Thank you very much,
Nirina

ps:
which biprobit
*! version 2.10.1  20sep2007
which probit
*! version 1.1.0  26feb2007
*
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