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Re: st: Testing for rho differences after mvprobit


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for rho differences after mvprobit
Date   Fri, 8 Apr 2011 08:12:35 +0100 (BST)

--- On Thu, 7/4/11, Jaime Gómez wrote:
> I have estimated a model through the "mvprobit" command of
> Capellari and Jenkins. I would like to test whether the
> differences in the rhos are statistically significant. For
> example, I would like to know whether rho21 is different
> from rho31 or whether rho21>rho42. Is there any way of
> doing this with Stata?

I wrote a Stata tip on that subject, which will appear in
the Stata Journal 11(2). A pre-publication draft can be 
found here:
<http://www.maartenbuis.nl/publications/sigma_rho.html>

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------

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