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From |
saqlain raza <bhatti_sb@yahoo.com> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
Re: st: mprobit with exclusion restriction |

Date |
Wed, 23 Nov 2011 03:18:39 -0800 (PST) |

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." My question is How we can normalize the model? And how can we confirm that the error are really uncorrelated? Thanks Saqlain RAZA PhD Student From: Maarten Buis <maartenlbuis@gmail.com> To: statalist@hsphsun2.harvard.edu Sent: Tuesday, November 22, 2011 1:58 PM Subject: Re: st: mprobit with exclusion restriction 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/ ; * * 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/

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

**Re: st: mprobit with exclusion restriction***From:*Maarten Buis <maartenlbuis@gmail.com>

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