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RE: st: RE: Maximum likelihood estimation of tobit and probit

From   "Janet Phiri" <[email protected]>
To   [email protected]
Subject   RE: st: RE: Maximum likelihood estimation of tobit and probit
Date   Wed, 17 Mar 2004 19:02:23 +0000

Thanks Julian for this information.

However, the errors in the two equations are assumed to be correlated. This is a case of child labor and schooling. So the two decisions are different but potentailly jointly determined. I want the child schooling to be a probit but the child labor to be a tobit (modeling hours of work) instead of it being another probit (you work=1 or do not work=0). I have experience with estimating bivariate probit models (two probit equations) but not where a probit and a tobit are estimated simultaneously. May be it is some type of a seemingly unrelated regression.

Anyone else out there who can help or who has done something similar?


From: "Julian Fennema" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: RE: Maximum likelihood estimation of tobit and probit
Date: Wed, 17 Mar 2004 18:22:16 -0000

Dear Janet,

It sounds like you may be referring to a Cragg-type double hurdle model,
where the probit determines whether the censored dependent variable can
be observed or not.

If this is indeed the case, I have coded this and it can be downloaded
at the following site:

Hope that this is what you are looking for.


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Janet Phiri
Sent: 17 March 2004 18:15
To: [email protected]
Subject: st: Maximum likelihood estimation of tobit and probit


Does anyone know how I can estimate a simultaneous equation of a tobit
and a
probit in Stata? That is, instead of a bivariate probit, do a similar
estimation but for a tobit and probit equation. I read something like
in a World Bank Review paper but I am not sure how do the estimation.


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