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Re: st: biprobit: set correlation of residuals to zero


From   Nirina F <fstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: biprobit: set correlation of residuals to zero
Date   Mon, 29 Mar 2010 15:19:53 -0400

Dear  Maarten,
I tried the example below and the biprobit and probit are the same but
the marginal effects are not when I just use
-mfx, compute- after biprobit and after probit.
which mfx is appropriate to get the same marginal effects from
biprobit and probit?

Do you think the same holds for the Seemingly Unrelated  Biprobit?
(correlation zero, and calculate two separate probit?) to see mainly
the effect of private on vote for example?
biprobit (private =  loginc   logeduc years) (vote =  private  loginc
logeduc years), constraint(1)
Many thanks.

On Mon, Sep 1, 2008 at 12:11 PM, Maarten buis <maartenbuis@yahoo.co.uk> wrote:
> --- "Karfakis, Panagiotis (ESAF)" <Panagiotis.Karfakis@fao.org> wrote:
>> is there any way I could set a constraint in biprobit so that the
>> correlation of the residuals is zero?
>
> In that case you can just estimate separate -probit-s. Alternatively
> you can use -constraint-. In that case you need to know that
> -biprobit- does not maximizes the likelihood with respect to the
> correlation coefficient, but with respect to the Fischer's Z
> transformed correlation. However, the Fischer's Z transformed 0 is
> still 0, so that is no problem in this case. Below is an example of how
> to do all this in Stata.
>
> *------------------ begin example ------------------------
> webuse school
> biprobit private vote logptax loginc years
> constraint 1 [athrho]_cons=0
> biprobit private vote logptax loginc years, constraint(1)
> probit private logptax loginc years
> probit vote logptax loginc years
> *------------------- end example -------------------------
> (For more on how to use examples I sent to the Statalist, see
> http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html )
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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