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st: implement exclusion restrictions using asmprobit


From   "Kathleen J. Mullen" <kathleen.j.mullen@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: implement exclusion restrictions using asmprobit
Date   Tue, 26 Apr 2011 14:59:41 -0700

Keane (1992 JBES) shows that identification in the multinomial probit
is tenuous without exclusion restrictions, i.e., one “case specific”
regressor left out of the equation (beta=0) for each mode. For
example, in a choice between doctor/professor/lawyer, income left out
of the doctor equation and education left out of the professor
equation with lawyer as baseline. How does one implement this
practically? The only command I know is asmprobit and it doesn’t seem
equipped for this.

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