Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


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

st: Explaining Gamma coefficient after bioprobit command


From   "Telli Anvernali Henry" <lexht2@nottingham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Explaining Gamma coefficient after bioprobit command
Date   Thu, 29 Apr 2010 21:29:19 +0100

Dear Statalisters,

I am using the command bioprobit for my bivariate ordered probit
regressions and I wondered if anybody can help me with an explanation
for the estimated gamma beyond just the sign. I know rho measures the
correlation of the error terms while gamma measure the actual
relationship between equation 1 and 2 but apart from the sign of the
gamma coefficient what can I say about the impact of the coefficient
itself and does it matter that gamma and rho have opposite signs? For
instance if gamma is 0.64, what can I say apart from "there is a strong
positive correlation between depvar1 and depvar2".

Thanks,

Henry.

This message has been checked for viruses but the contents of an attachment
may still contain software viruses which could damage your computer system:
you are advised to perform your own checks. Email communications with the
University of Nottingham may be monitored as permitted by UK legislation.
*
*   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   |   Site index