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Re: st: IV-oprobit using the cmp command


From   Peter Gambrill <petergambrill@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV-oprobit using the cmp command
Date   Thu, 5 Apr 2012 17:27:00 +0100

Thanks Ben

Just switching over to STATA 12 from STATA 11 seems to have solved the problem

Thank you

Peter
On Thu, Apr 5, 2012 at 4:44 PM, Benjamin Volland <volland@econ.mpg.de> wrote:
> 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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>>>>
>>>>
>>>
>>> *
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>>
>>
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>>
>
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