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Re: st: unit variance command with mprobit


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: unit variance command with mprobit
Date   Wed, 16 Nov 2011 13:33:59 +0100

On Tue, Nov 15, 2011 at 9:14 PM, saqlain raza wrote:
> I want to show in the model -mprobit- that the error terms have unit variance for any two choices out of 4 and the off diagonal elements of the matrix are zero. How could it be possible using any command in Stata?

That is by definition true in -mprobit-, so the fact that you used
-mprobit- means that that is true for your model. So in that sense
there is no need for a program. The difficult part is whether that
assumption holds in the data. You cannot check that without heavily
depending on other (too) strong assumptions. As a consequence, if you
find in an alternative model that there is such a covariance between
error terms, it is still impossible to determine which model is right.

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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