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From |
Omar David Stabridis Arana <odstabridis@colmex.mx> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
st: predicted probabilities with mnvp command |

Date |
Wed, 10 Apr 2013 03:53:56 +0000 |

My purpose is to estimate predicted probabilities after mvprobit. I have a trivariate probit and I revised Cappellari and Jenkins (2006) and one note of statalist wrote for Charlotte Berry (http://www.stata.com/statalist/archive/2009-07/msg00337.html) I followed and mvprobit (y1= x1 x2) (y2=y1 x1 x3 ) (y3 = y2 x3 x4) The one side, I used your instructions for estimate predicted probabilities similar predicted probabilities because mvppred only estimates when Y´s are one or are zero. In page 166 of Cappellari and Jenkins (2006) and Berry explain the steps for obtain other probabilities (001,010, 100, 110,101,011) so I made this: ,mvppred stdp correlate stdp1 stdp2 stdp3 matrix V=r(C) matrix c=cholesky(V) gen k1=2*y1-1 gen k2=2*y2-1 gen k3=2*y3-1 mdraws, dr(500) neq(3) prefix(z) random seed(12345) antithetics replace egen probab=mvnp(xb1 xb2 xb3) , chol(c) draws(500) prefix(z) signs(k1 k2 k3) adoonly But, I have problems with this variable. It assumed that when I use mvnp I get all 8 probabilities but I doubt because when I use mvppred pall the estimations are all sample but my variable is only for many cases not all as mvppred all, my program is wrong?, Must I obtain 8 variables , one for each case? My variable probab is defined between zero and one, but if you write "bysort y1 y2 y3: sum probab" the sum of means for each case is upper to one. The other side, I tried run the advice gave for Nick Cox to Charlotte "0. Before you call this code, gen safecopy = . 1. Within your -myll- code add as last line replace safecopy = `sp' 2. Access the variable -safecopy-afterwards". The problem is when I write sum safecopy the result is all missings, the observations in safecopy didn´t change. What is my mistake? Thank you * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

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