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Re: st: mprobit with exclusion restriction


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: mprobit with exclusion restriction
Date   Wed, 23 Nov 2011 11:55:54 +0100

On Wed, Nov 23, 2011 at 11:25 AM, saqlain raza answered privately:
> I am trying to understand what you said about -mprobit- command and I am
> agree that error correlations are independent. I studied the literature of
> Train (2003) about probit models. He says that
> "With probit models, however, normalization for scale and level does not
> occur automatically. The researcher must normalize the model directly."
> Could you please tell me how can we normalize it? OR is there any command in
> Stata to normalize? OR is it -mprobit- command that automatically normalize
> the scale and level of utility? I am asking you because I do not understand
> these sentences about normalization. And how could we confirm after
> estimation that the errors are really uncorrelated?

I would need to see that quote in context as I can think of multiple
ways in which I could interpret that quote. However, right now I don't
have time to look it up. So, you'll have to hope that somebody else on
Statalist will respond.

> My question may be silly thats why I am trying to write you email and not on
> group. Your suggestions will be appreciated.

Follow up questions are best sent to Statalist and not to individual
members, as is discussed on the Statalist FAQ
<http://www.stata.com/support/faqs/res/statalist.html#private>. Think
about it this way: By sending me a question you ask me to invest my
time to solve your problems. Why would I be more willing to answer
silly questions privately than publicly? The answer is that, unless
you are willing to pay a ridiculously high consulting fee, I am not
willing to answer private questions.

-- Maarten

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


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