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st: Re: st: Re: st: Re: st: Re: st: Re: st: Syntax of –cmp- for an ordered probit selection model
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<[email protected]>
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[email protected]
Subject
st: Re: st: Re: st: Re: st: Re: st: Re: st: Syntax of –cmp- for an ordered probit selection model
Date
Tue, 12 Nov 2013 19:22:01 +0900 (JST)
Dear Buchanan,
Thank you so much for your suggestion. I really appreciate your kindly reply.
After using -set trace on-, I found out that in order to estimate the model
outcome equation: outcome_var = b1*var_list1 + u (outcome_var is a binary variable. )
selection equation: selection_var = b2*var_list2 + v (selection_var is an ordered categorical variable valued {1,2,3})
the appropriate command should be
gen ind1=cond(selection_var =1, $cmp_probit , $cmp_out)
gen ind2=cond(selection_var =2, $cmp_probit , $cmp_out)
gen ind3=cond(selection_var =3, $cmp_probit , $cmp_out)
cmp (outcome_var = var_list1) (outcome_var = var_list1) (outcome_var = var_list1) (selection_var = var_list2), ind(ind1 ind2 ind3 $cmp_oprobit)
so that the outcome equation is estimated with the subsample of each category of selection_var.
However, Stata returns the error message "Equation/parameter /training/ multiply defined r(110);" after the execution of this command.
I also found a post in the past (http://www.stata.com/statalist/archive/2013-03/msg01041.html) in which similar command was used. I am still trying to figure out what is wrong with mine now. I will try to reproduce this problem with some available Stata datasets later.
Kuo, Chiu-Wei
--- On Mon, 2013/11/11, William Buchanan <[email protected]> wrote:
> It may be useful to use -set trace on- to find out exactly where things are breaking down in the code. If you don't want to dig too far into the code interpretation use -set tracedepth 1- before that (it will show only the higher level commands). Have you been able to reproduce this problem with other datasets that other users could use to replicate your issue?
>
> Sent from my iPhone
>
> > On Nov 11, 2013, at 5:54, <[email protected]> wrote:
> >
> > Dear Buchanan,
> >
> > Thank you so much for your reply.
> > I am sorry that I did not explain my question well.
> >
> > The model I am trying to estimate is
> > outcome equation: outcome_var =b1* var_list1 + u
> > selection equation: selection_var = b2*var_list2 + v
> > where outcome_var is a binomial variable, and selection_var is an ordered categorical variable (the categories are labeled from 1 to 7).
> >
> > Thus I use the command
> > cmp (outcome_var = var_list1) (selection_var = var_list2), ind(selection_var*$cmp_probit $cmp_oprobit)
> > which estimates the outcome equation with a probit model and the selection equation with an ordered probit model, but Stata keeps showing the error message “Indicator for outcome_var must only evaluate to integers between 0 and 8. r(198);”
> >
> > The exactly same command works well when I use other binary variables to be the selection variable, so I think that there may be some problem in the syntax
> > ind(selection_var*$cmp_probit $cmp_oprobit)
> >
> > Maybe the syntax should be write in another way when the selection variable is an ordered categorical variable? I try to figure out the correct syntax but failed.
> >
> >
> >
> >> --- On Mon, 2013/11/11, William Buchanan <[email protected]> wrote:
> >>
> >> If your outcome is binary why would you be using an ordered probit? And for clarity, I was asking about the outcome variable in any/all equations.
> >>
> >> Sent from my iPhone
> >>
> >>> On Nov 11, 2013, at 5:12, <[email protected]> wrote:
> >>>
> >>> Dear Buchanan,
> >>>
> >>> Thank you so much for your suggestion.
> >>> I check the data again, and all the data of the outcome variable is valued 0 or 1.
> >>> Do you think there may be any other possible problem?
> >>>
> >>> Kuo, Chiu-Wei
> >>>
> >>>> --- On Mon, 2013/11/11, William Buchanan <[email protected]> wrote:
> >>>>
> >>>> What are the values of your outcome variable? Are any of the values outside of the 0-8 range indicated by the error message?
> >>>>
> >>>> Sent from my iPhone
> >>>>
> >>>>> On Nov 11, 2013, at 4:53, <[email protected]> wrote:
> >>>>>
> >>>>> Dear Tamas,
> >>>>>
> >>>>> Thank you so much for the suggestion.
> >>>>> But the same error message still pops out when I put double quotes on the expression.
> >>>>> (while in the case where the selection variable is a binomial one, the command works well even without double quotes!)
> >>>>>
> >>>>> Do you think there may be any other problem of the syntax?
> >>>>>
> >>>>> Kuo, Chiu-Wei
> >>>>>
> >>>>>> --- On Mon, 2013/11/11, "Bartus Tamás" <[email protected]> wrote:
> >>>>>>
> >>>>>> Dear Kuo,
> >>>>>>
> >>>>>> Instead of
> >>>>>>
> >>>>>> ind(selection_var*$cmp_probit $cmp_oprobit)
> >>>>>>
> >>>>>> try
> >>>>>>
> >>>>>> ind("selection_var*$cmp_probit" $cmp_oprobit)
> >>>>>>
> >>>>>> Expressions appearing in the indicators option must be enlosed in double quotes
> >>>>>>
> >>>>>> Tamas
> >>>>>>
> >>>>>>> On 13/11/11, [email protected] wrote:
> >>>>>>>
> >>>>>>>
> >>>>>>> Dear all,
> >>>>>>>
> >>>>>>> I am trying to estimate the following selection model.
> >>>>>>> outcome equation: outcome_var =b1* var_list1 + u
> >>>>>>> selection equation: selection_var = b2*var_list2 + v
> >>>>>>> where outcome_var is a binomial variable, and selection_var is an ordered categorical variable.
> >>>>>>>
> >>>>>>> I use the command –cmp- (which can be obtained by –ssc cmp-) to estimate the model. My command is
> >>>>>>> cmp (outcome_var = var_list1) (selection_var = var_list2), ind(selection_var*$cmp_probit $cmp_oprobit)
> >>>>>>> However, the error message “Indicator for outcome_var must only evaluate to integers between 0 and 8. r(198);” keeps popping out.
> >>>>>>>
> >>>>>>> I found out that the same error massage appears whenever the selection variable is an ordered categorical variable, while it disappears and the command works normally when the selection variable is a binomial one.
> >>>>>>>
> >>>>>>> In the paper (“Estimating fully observed recursive mixed-process models with cmp”) written by the –cmp- writer, David Roodman, he mentioned that –cmp- is capable of doing the same estimation as –ssm- and –oheckman- do, so I think that –cmp- is the appropriate command for my model.
> >>>>>>>
> >>>>>>> I suppose that there is some problem with the part of the syntax,
> >>>>>>> ind(selection_var*$cmp_probit $cmp_oprobit)
> >>>>>>> I spent much time to figure out what the correct syntax is but still failed.
> >>>>>>> I really appreciate it if anyone can point out the problem of my syntax.
> >>>>>>> Thank you so much.
> >>>>>>>
> >>>>>>> Kuo, Chiu-Wei
> >>>>>>>
> >>>>>>> *
> >>>>>>> * 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/
> >>>>>>
> >>>>>> --
> >>>>>>
> >>>>>> Tamás Bartus, PhD
> >>>>>> Associate Professor, Deputy Director
> >>>>>> Institute of Sociology and Social Policy
> >>>>>> Program Director, Doctoral School of Sociology
> >>>>>> 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
> >>>>>>
> >>>>>> *
> >>>>>> * 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/
> >>>>>
> >>>>> *
> >>>>> * 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/
> >>>>
> >>>> *
> >>>> * For searches and help try:
> >>>> * http://www.stata.com/help.cgi?search
> >>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
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> >>>
> >>> *
> >>> * For searches and help try:
> >>> * http://www.stata.com/help.cgi?search
> >>> * http://www.stata.com/support/faqs/resources/statalist-faq/
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> >>
> >> *
> >> * For searches and help try:
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> >> * http://www.ats.ucla.edu/stat/stata/
> >
> > *
> > * For searches and help try:
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> > * http://www.stata.com/support/faqs/resources/statalist-faq/
> > * http://www.ats.ucla.edu/stat/stata/
>
> *
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> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
>
*
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