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Note: This FAQ is for users of Stata 6, an older version of Stata.
It is not relevant for more recent versions.
Stata 6: What is the
difference between biprobit/heckman and the STB commands?
| Title |
|
Stata 6: Comparing STB-33 routines and the Stata 6.0 biprobit and heckprob commands |
| Author |
James Hardin, StataCorp |
| Date |
January 1999 |
There are several enhancements to the commands for fitting bivariate probit
models (biprobit)
in Stata 6.0.
- One can use weights; fweights, iweights,
and pweights are allowed.
- There are a number of predictions that are allowed:
| p11 |
 |
Pr(depvar1=1, depvar2=1); the default |
| p10 |
Pr(depvar1=1, depvar2=0) |
| p01 |
Pr(depvar1=0, depvar2=1) |
| p00 |
Pr(depvar1=0, depvar2=0) |
| pmarg1 |
Pr(depvar1=1); marginal probability equation 1 |
| pmarg2 |
Pr(depvar2=1); marginal probability equation 2 |
| pcond1 |
Pr(depvar1=1 | depvar2=1) |
| pcond2 |
Pr(depvar2=1 | depvar1=1) |
| xb1 |
linear prediction equation 1 |
| xb2 |
linear prediction equation 2 |
| stdp1 |
standard error of xb1 |
| stdp2 |
standard error of xb2 |
- The correlation parameter is restricted to [-1,1] interval.
- The nested model from the STB has been incorporated into the new
heckprob command. This new
command also offers many predicted values after estimation including
| pmargin |
 |
predicted probabilities; Pr(depvar=1); the default |
| p11 |
Pr(depvar=1, selvar=1) |
| p10 |
Pr(depvar=1, selvar=0) |
| p01 |
Pr(depvar=0, selvar=1) |
| p00 |
Pr(depvar=0, selvar=0) |
| psel |
Pr(selvar=1) |
| pcond |
Pr(depvar=1 | selvar=1) |
| xb |
linear prediction |
| stdp |
standard error of xb |
| xbsel |
linear prediction in selection equation |
| stdpsel |
standard error of xbsel |
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