I can't help on this, but I can flag Statalist
advice and policy on repeated posts, which is
detailed at
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Nick
[email protected]
Michael Alexander
> I posted this query to the list last week but unfortunately noone has
> had the opportunity to respond as yet. I am posting it again in case
> someone is now able to help. Or if my query is an
> inappropriate one for
> the list, perhaps someone can let me know.
> > I have a particular econometric problem that I am trying to
> analyse in
> > Stata. I am trying to model employment of mothers (binary dependent
> > variable) with the inclusion of self-reported health as an
> explanatory
> > variable. I am postulating that self-reported health (a five-level
> > categorical variable) is endogeous to employment. Following Cai and
> > Kalb (2006) I am also postulating that labour force status
> is also a
> > determinant of self-reported health (although this is of secondary
> > importance to me).
> >
> > Consequently, my modelling approach was to do a system of two
> > equations (one for LFS and one for self-reported health)
> and estimate
> > them simultaneously. Unfortunately, I have only found the
> -mvprobit-
> > command which will sort of allow me to model this, but only if I
> > convert my self-reported health variable to a binary
> variable. What I
> > ideally need is a command that will allow me to
> simultaneously model
> > a binary dependent variable (employment) and an ordinal categorical
> > dependent variable (self-reported health, which has
> five-levels). Does
> > such a command exist? Or am I able to build my own estimator ? (Not
> > something I am keen on as I haven't done a lot of
> programming but am
> > willing to give it a go if this is the only approach).
> >
> > An alternative approach would be to not worry about the
> impact of LFS
> > on self-reported health and only focus on the endogenous nature of
> > self-reported health on employment. That way I could use an
> > instrumental variable approach to dealing with the endogeniety of
> > self-reported health in an employment equation. But as far as I can
> > make out, this still requires me to model self-reported health as a
> > binary variable (using -ivprobit-). Can I use an
> instrumental variable
> > approach even when my endogeous variable is (ordinal) categorical.
> > Cai, L. and Kalb, K. (2006), 'Health Status and Labour Force
> > Participation: Evidence from the HILDA Data', Health
> Economics, vol.
> > 15, March, pp. 241-261.
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