Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: Censored Least Absolute Deviation and Probit


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Censored Least Absolute Deviation and Probit
Date   Sun, 4 Mar 2012 16:34:02 -0500

Hi,

I think -cmp- would be your best bet. It does allow for simultaneous equations with a mix of link functions for accommodating a variety of particular response variable types:

Roodman, D. (2011). Fitting fully observed recursive mixed-process models with cmp. The Stata Journal, 11(2), 159-206.http://www.stata-journal.com/article.html?article=st0224http://ideas.repec.org/c/boc/bocode/s456882.html

Cam 
> Date: Sun, 4 Mar 2012 10:58:15 -0600
> Subject: st: Censored Least Absolute Deviation and Probit
> From: sengupta.r12@gmail.com
> To: statalist@hsphsun2.harvard.edu
> 
> Dear Friends,
> 
> I need your help on the following question:
> 
> Can I estimate a CLAD (Censored Least Absolute Deviation) and a Probit
> model simultaneously?
> 
> I have the following 2 equations:
> 
> (1) Y1*=a0 + a1*Y2* + a2*X1 + e1
> 
> where Y1=1 if Y1*>0
>  and   Y1=0 if otherwise
> 
> (2) Y2*=b0 + b1*Y1*+ b2*X2+e2
> 
> where Y2=Y2* if Y2*>0
>   and  Y2=0  if otherwise
> 
> I am trying to estimate equation (1) using Probit Maximum Likelihood
> (ML) and equation (2) using CLAD.
> 
> Please let me know.
> 
> I will sincerely appreciate any help.
> 
> Best Regards,
> 
> R. Sengupta
> *
> *   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index