Could I apply ivprob to an ordered probit model. Perhaps I could use
ivoprob.
What I'm trying to do is estimate an order probit model that has a
series of independent variables. I suspect that there is sample
selection in regard to one variable, which happens to be a dummy
variable. With this Treatment Effects model, I was hoping to derive the
inverse mills ratio using the simple ordered probit (with the end. Dummy
variable). Then I think I would use the inverse mills ratio to estimate
a new equation, so that it would be treated has an independent variable
along with the others.
I was thinking that I could manipulate the heck command in some way, but
the e-mail below suggests a possible alternative. I would greatly
appreciate some suggestions.
Sincerely,
Maureen L. Sirois, ABD
Utility Analyst
New Hampshire Public Utilities Commission
8 Old Suncook Rd.
Concord, NH 03301-7319
e-mail: [email protected]
(603)271-2431
-----Original Message-----
From: Mark Schaffer [mailto:[email protected]]
Sent: Wednesday, August 13, 2003 2:38 PM
To: [email protected]
Subject: Re: st: two-stage probit least squares
Emiko,
-ivprob- might do what you want. You can use it to estimate a single-
equation probit in which one or more RHS regressors is endogenous.
You would need to investigate whether it matters if your RHS
endogenous regressor is a 1/0 variable or not.
Hope this helps.
--Mark
Date sent: Tue, 12 Aug 2003 15:42:17 -0700
From: emiko takagi <[email protected]>
Subject: st: two-stage probit least squares
To: [email protected]
Send reply to: [email protected]
> Hi,
>
> I would like to test a model with two binary dependent variables
> that are correlated with each other. The ideal approach seems to
> be 2SLS; however, because of the binary natures of the endogeneous
> variables, I believe the 2SLS will produce inconsistent results.
> Is it possible to run two-stage probit least squares in STATA?
>
> Emiko Takagi
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator
http://www.som.hw.ac.uk/cert
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
