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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: mprobit with exclusion restriction |

Date |
Tue, 22 Nov 2011 13:58:10 +0100 |

On Tue, Nov 22, 2011 at 1:46 PM, saqlain raza wrote: > I am using -mprobit- for my data that has 4 alternatives (1,1), (1,0), (0,1) and (0,0) and I want to see the results of models as > > model_1 alpha(0) + alpha(1)X(1) + alpha(2)X(2) > model_2 beta(0) + beta(1)X(1) + beta(2)X(2) + beta(3)X(3) + ...... + beta(15)X(15) > model_3 gamma(0) + gamma(1)X(1) gamma(2)X(2) + ........ + gamma(13)X(13) > > > whereas the model_4 will be considered as reference model. How could it be possible? I know that with -mvprobit- it can be done but my interest is is multinomial probit model. Notice that -mprobit- only fits a very special case of the multinomial probit model: it constraints the correlations between the error terms to be 0, so you do not need an exclusion restriction to estimate it. Assuming that you still want to do this, I would add all explanatory variables to your -mprobit- model and constrain the coefficients to be 0 when you do not want to use that variable in that equation. You can see examples on how to do that in the -mlogit- case in -help constraint-. Hope this helps, Maarten > > > Saqlain RAZA > PhD Student > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > -- -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: mprobit with exclusion restriction***From:*saqlain raza <bhatti_sb@yahoo.com>

**References**:**st: mprobit with exclusion restriction***From:*saqlain raza <bhatti_sb@yahoo.com>

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