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Re: st: How to get endogenous option in bioprobit


From   Tirthankar Chakravarty <[email protected]>
To   [email protected]
Subject   Re: st: How to get endogenous option in bioprobit
Date   Mon, 22 Nov 2010 03:46:56 -0800

Kaysia,

This example works fine for me:

*********************************
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
*********************************

It appears that the switch "end" works, but "endogenous" does not.

T

On Mon, Nov 22, 2010 at 3:37 AM, Kaysia Campbell <[email protected]> wrote:
> Dear Statalist users,
>
> I am trying to run a bioprobit model but I need to specify the
> endogenous option in order to run a simultaneous equation instead of
> what appears to be the default - a seemingly unrelated regression.
>
> I am using StataSe10 and installed bioprobit by searching for it. The
> version/information for the command is below:
> Distribution-Date: 20080402
> Author: Zurab Sajaia, World Bank
>
> When I try to run the following code I get the error message that
> "option endogenous not allowed"
> bioprobit (y1 = x1 x2 x3) (y2 = x1 x2), robust cluster(clusterid) endogenous
>
> Where y1 is my endogenous regressor and is instrumented using x3.
>
> I would greatly appreciate any assistance which you might be able to provide.
>
> Thanks much
> Kaysia Campbell
> *
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>



-- 
To every ω-consistent recursive class κ of formulae there correspond
recursive class signs r, such that neither v Gen r nor Neg(v Gen r)
belongs to Flg(κ) (where v is the free variable of r).

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