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st: address standard error of rho in bivariate probit
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From |
Bernhard Ganglmair (BGSE) <[email protected]> |
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To |
[email protected] |
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Subject |
st: address standard error of rho in bivariate probit |
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Date |
Sun, 13 Aug 2006 02:46:18 +0200 |
Hi!
version 8
1) I estimate two bivariate probit models (bivar1, bivar2) using two
different samples and would like to test for equality of the
correlation coefficient rho that I get for each sample. rho I address
with e(rho), but how do I address the standard error of rho that is
reported in the output table? ereturn list gives me p-values and
chi-squared for the null, but no standard errors directly.
2) To test for equality of rho in the two samples I thought of running
a suest on bivar1 and bivar2 and then conduct a simple Wald test using
test, but suest seems to have lost the results for rho in bivar1 and
bivar2. Anybody some suggestions how such a test could be run? I am
clueless.
Best, Bernhard
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