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Date: Thu, 20 Jul 2006 14:01:54 -0400 (CLT)
From: [email protected]
Subject: st: probit in 3 steps
Hi,
I am trying to run a probit model with 2 previous selections
equations. Stata
has the comand heckprob for 1 previous selection equation.
I don`t know how I can run this model.
I hope your help.
Thank you.
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An article in the most recent Stata Journal (vol 6 no. 2) by Lorenzo
Cappellari and me discusses how to estimate multivariate probit models
with selection (-heckprob- is the special case of a bivariate probit
with one selection). We discuss an example and provide code for a
trivariate probit with one selection, but you should be able to adapt
the code easily enough. The Stata programs and example do files are
downloadable from the SJ site
SJ-6-2 st0101 . Multivar. normal probabilities by simulation, with
MSL est.
(help mvnp, mdraws if installed) . . L. Cappellari and S. P.
Jenkins
Q2/06 SJ 6(2):4--37
discusses methods for calculating multivariate normal
probabilities by simulation and introduces two commands:
mdraws and egen mvnp()
Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374. Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/teaching/degree/stephenj/ec968/
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