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st: Introducing constraints to biprobit model


From   Huybregts <lievenhu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Introducing constraints to biprobit model
Date   Tue, 28 Aug 2012 10:17:53 +0200

Dear Stata listers,

To test if two binary outcomes have the same underlying pattern of predictors, we compared 2 biprobit models (one with constraints, one without) using a LR test. However we encounter a recurring error for which we can't find a solution. To make this understandable I use the auto.dta dataset to replicate our problem from a different dataset. 

************************************************
sysuse auto.dta,clear
egen cat=cut(rep78),grou(2) label

* model without constraints
xi: biprobit (cat mpg price) (foreign mpg price)
estimates store R1
matrix define coef=e(b)
matrix list coef
constraint define 1 coef[1,1] = coef[1,4]
constraint define 2 coef[1,2] = coef[1,5]

* Model with constraints  
xi: biprobit (cat mpg price) (foreign mpg price), constraint (1 2)
estimates store R2
lrtest R1 R2
************************************************
The error I get is (just after the model with constraints)

Fitting comparison equation 1:
(note: constraint number 1 caused error r(131))
(note: constraint number 2 caused error r(131))

I did not find a similar problem on the statalist, would it be impossible for the biprobit to converge adding constraints of equal coefficients?
I use Stata 11.1.
Many thanks for any help anyone could provide.

Lieven Huybregts

Lieven Huybregts, PhD
Dep. Food Safety and Food Quality
Faculty of Bioscience Engineering
Ghent University
Coupure Links 653
9000 Gent, Belgium




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