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Re: st: RE: How to estimate in xtprobit with known coefficients for some variables


From   Xiaoheng Zhang <[email protected]>
To   [email protected]
Subject   Re: st: RE: How to estimate in xtprobit with known coefficients for some variables
Date   Mon, 11 Jun 2007 18:02:15 +0100

Thank Maarten,it is a good clue.But seems I can not use constraints() after
xtprobit in Stata 8.2,right?We do not have Stata 9.

Greetings,

Xiaoheng Zhang(Kevin)


Quoting Maarten Buis <[email protected]>:

> --- Xiaoheng Zhang wrote:
> > I have a random-effect probit model and it is as follows,
> >
> > P(y_it=1)=Phi(xa_it*beta1 + xb_it*beta2 + c_i)
> >
> > Now I have, say beta2hat, from previous estimation and I would like to
> insert
> > beta2hat in the model and estimate beta1 only. How can I this in xtprobit?
>
> This can be done with the constraints option.
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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