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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Two-step Probit after merging |
Date | Tue, 14 Sep 2010 07:55:42 +0000 (GMT) |
--- On Mon, 13/9/10, mmolina@uniroma3.it wrote: > I would like to know, how realiable can be the results of a > Probit model after merging two datasets. > > I will try to explain it by using the example of the PDF > information: > > use http://www.stata-press.com/data/r11/sforce > merge m:1 region using http://www.stata-press.com/data/r11/dollars > > Suppose that the two data sets refer to two years (2 and > 3). The model includes a dummy variable (sold=1, not sold=0) and the > sales of year 3 depend on the costs of year 2. The model was run as: > > ivprobit sold name i.region (sales3 = cost2), twostep > > Looking at the ivprobit, timeseries varlists are admited. > But in this case, these variables comes from two different datasets > that have been merged. > > Could you please tell me if there is another way to work > with this merged dataset? That really depends on the exact nature of your data, and on the kind of problems your discipline thinks are important and which kind of problems are routinely ignored in your discipline. There are surprising differences between disciplines on this account, which are to a large extend responsible for the fact that there are many disciplines that do not take each other seriously. One thing that jumps out to me is that you seem to have a multi-level structure. It would not do in my discipline to leave that as is, but it may very well be that in your discipline this is considered unimportant. In the end you will need to please your peers, not mine. -- Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/