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st: bivariate probit whith constraint.


From   NOAM MANO <kokovianey@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: bivariate probit whith constraint.
Date   Tue, 27 Dec 2011 10:50:01 -0500

Dear all,

Please can somebody help me estimating the following model:



y1 =1(X*beta+error1>0)
y2=1(X*gamma+tau*y1  +error2>0)

I have to estimate the model using bivariate probit , imposing the
following constraint1:
constraint1:   cov(X*beta, X*gamma)/var(X*gamma ) =
cov(error1,error2)/var(error2)
                     (var refer to  varaiance and cov refer to
covariance)
biprobit(y1 $xvar)(y2 $xvar y1), constraint1

This is the model proposed by:
Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2005.
"Selection on Observed and Unobserved Variables: Assessing the
Effectiveness of Catholic Schools," Journal of Political Economy,
University of Chicago Press, vol. 113(1), pages 151-184, February.

Thanks

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