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Re: st: Explaining Gamma coefficient after bioprobit command


From   Tirthankar Chakravarty <tirthankar.chakravarty@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Explaining Gamma coefficient after bioprobit command
Date   Sun, 2 May 2010 08:14:36 +0530

The confusion may stem from the fact that there is an undocumented
option to treat the two outcomes as endogenous, at least in the help
file that comes with the August 2007 release, to -bioprobit- (Sajaia,
SSC) which produces the extra parameter gamma, as below:
*********************************
sysuse auto, clear
g ordvar = irecode(rnormal(),-4,-3,-2,-1,0,1,2,3,4)
bioprobit (headroom=price length mpg turn weight) ///
	(ordvar=price length mpg turn ), end
*********************************

This is documented in the SJ paper:
http://adeptanalytics.org/download/ado/bioprobit/bioprobit.pdf
which is also fairly clear on the interpretation of gamma as a causal
effect of the endogenous regressor on the outcome.

T

2010/5/2 Telli Anvernali Henry <lexht2@nottingham.ac.uk>:
> My version of bioprobit (output bello)is the same as yours.
>
> . which bioprobit
> c:\ado\plus\b\bioprobit.ado
> *! version 1.11  17Aug2007
>
> Henry
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
> Sent: 30 April 2010 11:21 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: Explaining Gamma coefficient after bioprobit command
>
> --- On Thu, 29/4/10, Telli Anvernali Henry wrote:
>> 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".
>
> -bioprobit- is a user written command, the Statalist FAQ askes
> you to say where you got it from. This is crucial because there
> are often multiple versions of a user written program floating
> around cyber space. This appears to be the problem here, as
> my version (downloaded from SSC by typing in Stata
> -ssc install bioprobit-) does not return a gamma coefficient,
> so there is nothing to interpret.
>
> -- Maarten
>
> . which bioprobit
> c:\ado\plus\b\bioprobit.ado
> *! version 1.11  17Aug2007
>
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>
>
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