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Re: st: question simultaneous probit equations


From   "Bartus Tamás" <tamas.bartus@uni-corvinus.hu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: question simultaneous probit equations
Date   Fri, 30 Nov 2012 11:11:12 +0100

On 12/11/29, Raluca Prelipceanu  <raluca.prelipceanu@gmail.com> wrote:

> I am trying to estimate a model in which the wife's decision depends
> on her husband's decision and vice versa (the husband's decision on
> his wife's). They can either both decide to move or only the wife may
> move or only the husband may move or both do not move.
> 
> utility of wife Uw (X, Y, Uh(X)) and utility of husband: U(X, Uw(X,Y)).
> 
> Can it be estimated by bivariate probit or should I use another technique?

I think the bivariate probit is justified in this case since you wish to model interrelated
choices. To estimate your model, I think you should not use the observed choice of the husband (wife)
in the wife (husband) choice equation as an explanatory variable. Maddala in his 1983 book
on limited dependent and qualitative variable models discusses indentification conditions,
which might be of interest to you.

> And I have another question can I estimate a model in which I have a
> probit in the first stage and then for the second stage a multivariate
> probit? Could I estimate it using cmp?

I think you can do it with cmp

Your questions were quite general, my guesses are general, too.

Hope this helps,

Tamás

--

Tamas Bartus, PhD
Associate Professor, Deputy Director
Institute of Sociology and Social Policy
Corvinus University, Budapest 
1093 Budapest, Közraktár utca 4-6.
Room 424.
Phone:  +36-1-482-7301         
Fax:          +36-1-482-7348
Homepage: http://web.uni-corvinus.hu/bartus

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