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From |
Bond Tiger <bond0910@ymail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Estimation binary-continuous outcomes model |

Date |
Thu, 23 Sep 2010 19:42:56 -0700 (PDT) |

Hi Nick, Thank you for the references that you provided. I have another question, (1) Do you know, if there is any procedure in STATA to estimate a mixed Tobit and Probit model in simultaneous setup? Now, about the issues you asked for clarification: About my 1st Quo in the earlier post, I was just curious, whether CDSIMEQ is used quite often for estimation in this type of models or more efficient estimation methods are in use. So I put up the question. Also because, I am doing an econometric estimation, so inadvertently I phrased it as an econometric issue. But yes, certainly my question is related to statistics. Anyways, thank you very much for replying to my query. Best Wishes, Bond ----- Original Message ---- From: Nick Cox <n.j.cox@durham.ac.uk> To: "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> Sent: Thu, September 23, 2010 3:04:48 PM Subject: st: RE: Estimation binary-continuous outcomes model Bond Tiger: -cdsimeq- is by O.M.G. Keshk: SJ-4-4 st0038_1 . . . . . . . . . . . . . . . . Software update for cdsimeq (help cdsimeq if installed) . . . . . . . . . . . . . . O. M. G. Keshk Q4/04 SJ 4(4):491 updated to allow all postestimation commands except lrtest and suest SJ-3-2 st0038 CDSIMEQ: A program to implement two-stage probit least squares (help cdsimeq if installed) . . . . . . . . . . . . . . O. M. G. Keshk Q2/03 SJ 3(2):157--167 two-stage probit least squares estimation for simultaneous equation models in which one of the endogenous variables is continuous and the other is dichotomous . findit cdsimeq yields only the references above. The author is not to my knowledge a member of Statalist or least did not respond to your first question on this subject on 21 September. Q.1 might benefit from rephrasing in terms of the problem you want to solve, rather than the method you think may be out-of-date, or out of fashion. I don't know quite what makes your question econometric rather than statistical, so some clarity on that might widen the audience, or make it more precise, as the case may be. Nick n.j.cox@durham.ac.uk P.S. "No, Groucho is not my real name. I am breaking it in for a friend." Bond Tiger 23 Sept 2010 ======================= Please anybody tell me about the stata code CDSIMEQ. (1) Is this code, quite prevalent in use in current researches or since it is based on old econometric technique proposed by Maddala (1983), is now not so much in use and rather other advanced methods are in use? If so, what are the methods in use? (2) How to calculate the marginal effects from the probit model using this procedure? Bond Tiger 21 Sept 2010 ====================== Can anyone help answering the following questions: (1) Is there any module for calculating MARGINAL EFFECTS after CDSIMEQ? (2) How to test for endogeneity of a regressor with CDSIMEQ? (3) Is there any module like CDSIMEQ for Tobit models (with a continuous and a binary endogenous variables)? * * 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/ * * 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/

**References**:**st: Estimation binary-continuous outcomes model***From:*Bond Tiger <bond0910@ymail.com>

**st: RE: Estimation binary-continuous outcomes model***From:*Nick Cox <n.j.cox@durham.ac.uk>

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