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Re: st: Stata: IMR after biprob


From   rhythm Em <[email protected]>
To   [email protected]
Subject   Re: st: Stata: IMR after biprob
Date   Fri, 31 Jul 2009 12:27:04 -0700 (PDT)

Dear Austin Nichols,
Thank you very much for your suggestion. I got some general idea to formulate the model even though I could not run the program 
you forwarded me (it says: lwage is not a valid estimator). Back to my model -- more preciously, I found that my dependendent variables are partially related. The option "partial" after biprob, I think is suitable for partial observability. Will model formulated in the way you suggested
in previous e-mail also work in this case? I seek your suggestions regarding program formulation.Thank You.
Regards,
Rhythm
  
 
rhythm Em<[email protected]> :
ssc desc cmp
or try e.g.

use http://fmwww.bc.edu/ec-p/data/wooldridge/card, clear
g c=educ>15
g m=married==1 if married<.
ivreg2 lwage south smsa (c m=IQ black south66 reg66*)
est sto iv1
biprobit c m IQ black south66 reg66*
predict p11
predict p10, p10
predict p01, p01
g y1=p11+p10
g y2=p11+p01
ivreg2 lwage south smsa (c m=y1 y2)
est sto iv181
esttab iv1 iv181, nogaps mti eq(1) scal(widstat)

On Fri, Jul 31, 2009 at 1:03 AM, rhythm Em<[email protected]> wrote:
> Hello Stata users,
> I want to apply bivarite probit (as first stage) followed by OLS equation. In second stage, I want to include predicted probabilities and inverse mills ratio as regressor. I have formulated first stage using biprob as:
> biprobit y1 y2 x1 x2 x3 x4, robust. Would someone help me to calculate inverse mills ratio after  biprobit model in stata. I went through the statalist archive about this type of problem but couldnot get the appropriate answer. So, can anyone suggest me to handle my situation?
> I really appreciate your time and contribution.
> Thank You.
> Regards,
> Rhythm
>

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