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Re: st: IV-oprobit using the cmp command


From   Benjamin Volland <volland@econ.mpg.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV-oprobit using the cmp command
Date   Thu, 05 Apr 2012 17:44:49 +0200

Sorry, no.
A quick glance over older messages to the list, revealed e.g. this:
http://www.stata.com/statalist/archive/2010-04/msg01375.html
You can check whether you've installed the most recent version of -cmp-.
Otherwise it may also be interesting to the more advanced users whether you can replicate the error with a data set available from within stata.
If I run (using stata 12)
. sysuse auto.dta
. cmp setup
. cmp (mpg=trunk) (trunk=rep78), ind(5 5) tech(dfp) nolr
everything works fine.

Best, Ben

On 05/04/2012 17:24, Peter Gambrill wrote:
Thanks Ben

However when I follow and augment for my own case the example given in
the document for IV-oprobit i.e. when I write this (where varlist is
the rest of my variables/instruments)

cmp (identity=varlist) (hlghq1= identity varlist), ind($cmp_oprobit
$cmp_oprobit) tech(dfp) nolr

I get an error

"Fitting full model.

       cmp_lnL_censored():  3301  subscript invalid
                cmp_lnL():     -  function returned error
                  <istmt>:     -  function returned error
Mata run-time error
r(3301);"

Any ideas?

Many Thanks


On Thu, Apr 5, 2012 at 3:53 PM, Benjamin Volland<volland@econ.mpg.de>  wrote:
Hello Peter,

David Roodman, the author of -cmp- (user-written), provides an extensive
discussion of this command (including statistics and instructions),
available as working paper on the website of the Center for Global
Development:
http://www.cgdev.org/files/1421516_file_Roodman_cmp_FINAL.pdf

Best, Ben



On 05/04/2012 16:35, Peter Gambrill wrote:

I am trying to using Instrumental variables using a probit
specification. The command I have found is the "cmp" command, I just
wondered if anyone had experience of using this and could help me with
this estimation.

My endogenous variable is a measure of gender identity. This is a
discrete variable that has a scale of 7 to 33.

Gender Identity = constant + instruments + error

The second stage dependant variable is a measure of subjective well
being on a scale of 1 to 36

Subjective well-being = constant + controls + gender identity + error

Can anyone give some advice on how I might achieve this estimation
using stata?

Many Thanks

Peter
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