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st: simultaneous equations: probit and ordered probit


From   Nora Reich <nhmreich@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: simultaneous equations: probit and ordered probit
Date   Tue, 20 Mar 2012 17:30:23 +0100

Dear stata users,

I would like to estimate simultaneously a probit model and an ordered probit
model, as the dependent variables are assumed to be determined
simultaneously, or, as each dependent variable might influence the other.

I have found a threat about this in the archives, but it seems that the
person with the same question in 2006 did not receive any advice
(http://www.stata.com/statalist/archive/2006-07/msg00262.html).


I first wanted to use -cmp- (conditional mixed process) but now I have read:

"...cmp can only fit "recursive" models with clearly defined stages, not
ones with simultaneous causation. A and B can be determinants of C and C a
determinant of D--but D cannot be adeterminant of A, B, or C. And the
"conditional" means that the model can vary by observation." (

http://www.stata.com/statalist/archive/2007-10/msg00646.html)


Therefore, it seems that in my case, C and D should be determined
simultaneously, whereas in -cmp- models, there is no simultaneous estimation
and D should not affect C.

Does anyone have a suggestion for an alternative model I could use?

Thanks in advance

Nora Reich

--
Nora Reich
Publications:
http://www.hwwi.org/ueber-uns/team/forscher/nora-reich/publications.html
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