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Re: st: simultaneous bivariate probit with mutual endogeneity

From   Austin Nichols <>
Subject   Re: st: simultaneous bivariate probit with mutual endogeneity
Date   Fri, 25 Feb 2011 10:28:03 -0500

Michele Mancini <>:
-biprobit- can't do that--nor can -cmp- (on SSC)--you will have to
program it yourself; see

On Fri, Feb 25, 2011 at 9:05 AM, Michele Mancini
<> wrote:
> Hi Statalisters,
> I have to estimate the following bivariate probit:
> Y1=a*Y2+b1X1
> Y2=c*Y1+b2X2
> where X1 and X2 are two sets of different variables (some of them are
> the same) and Y1 and Y2 are two [0,1] endogenous variables.
> I don't have any problem using -biprobit- but there is a problem
> indeed: coherency conditions. The literature says that a coherency
> condition is a*c=0.
> With this condition you force the system to be recursive, setting for
> example c=0.
> Imposing c=0 and using -biprobit- is fine: high significance and rho
> is different from zero (p=0.0000).
> But I'd like to try another way. I've read this paper (Hajivassiliou
> 2008, pag.15:
> imposing a>0 and c<0 you have solved the problem, using conditional
> MLE in a way that the observed LDVs to lay outside the empy region
> (see pag. 20-21 of the paper).
> How can I perform this using -biprobt- or other Stata commands?
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