Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Likelihood estimation of Bivariate probit with sample selection


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Likelihood estimation of Bivariate probit with sample selection
Date   Sun, 26 Mar 2006 21:27:03 +0100 (BST)

André:
The best advise I can give you is to buy "Maximum Likelihood Estimation with Stata" by  William
Gould, Jeffrey Pitblado, William Sribney, Stata Press. (http://www.stata.com/bookstore/mle.html or
your local distributor (faster shipping if you live half way across the world and they have it in
stock)) It is very helpful if you want to use -ml- to maximize your own likelihood function. It is
clearly written and contains lots of example code. 

-ml- is not as difficult as it may first seem, but if you have no idea where to start, than what
you want to do without the book is probably too difficult. Ones you get the book built your
program step by step, e.g. first make a program doing a probit, than a bivariate probit, and than
add the censoring.

HTH,
Maarten

--- André Paul <hcpats@hotmail.fr> wrote:
> Following one of my previous posts, I have been advised to specify my own 
> likelihood function to estimate a bivariate probit model with sample 
> selection (or censoring).
> I saw the help file on Stata's web site: 
> http://www.stata.com/capabilities/mlexample.html but I would need further 
> guidance to do this...


-----------------------------------------
between 1/2/2006 and 31/3/2006 I will be
visiting the UCLA, during this time the
best way to reach me is by email

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z214

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


	
	
		
___________________________________________________________ 
Yahoo! Messenger - NEW crystal clear PC to PC calling worldwide with voicemail http://uk.messenger.yahoo.com
*
*   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/



© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index