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st: trivariate probit

From   "Heather Gold" <[email protected]>
To   [email protected]
Subject   st: trivariate probit
Date   Thu, 08 Aug 2002 09:33:42 -0400

Hi Statalisters-
I didn't hear back the other day re: my message titled "two-stage multinomial logit, logit" (which follows), but I've been thinking more about my model, and thought perhaps a trivariate probit would work.

Here's the original question I posted:
I'd like to run a multi-stage model, and have looked at bivariate probit (biprobit) but I'm not sure it's working for me.
I have a first equation that predicts treatment choice (3 possibilities), A, A+B or C. So this could be estimated using a multinomial logit. But, my second equation is a logit model whose outcome is an exit (failure) conditional on treatment choice.
I tried using biprobit :
biprobit (A = X)
(exit = A B Y), cluster(id)
where X and Y represent covariate matrices with some overlap.
I have multiple observations per individual and use the cluster option.
This doesn't seem to be quite right though because A, A+B and C are unique treatment choices even though A and A+B overlap.
Would a trivariate probit work where I have
equation 1: probability of treatment A
equation 2: probability of receiving B (would always be 0 for those getting treatment C)
equation 3: probability of exit with A and B on the right-hand side

Are there any trivariate probit experts who might be able to help? The problem is the second equation because I never see B for patients getting C. Is there a way to trick the model into integrating to 1 for the 2nd equation for those getting C?

Thanks for your help.

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