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Re: st: Testing for rho differences after mvprobit


From   Jaime Gómez <jaime.gomez@unizar.es>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing for rho differences after mvprobit
Date   Fri, 8 Apr 2011 11:03:48 +0200

Thanks Maarten. We have read it and it seems that the "coeflegend" option does not work after mvprobit, at least with Stata 10. We obtain the following error:
option coeflegend not allowed
r(198);
Do you know of any solution for this?
Thanks
Jaime 


El 08/04/2011, a las 09:12, Maarten buis escribió:

> --- 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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