Re: st: Sequential Probit

[Maarten buis <maartenbuis@yahoo.co.uk>]

--- On Wed, 16/3/11, Elin Vimefall wrote:
> If I want to do the sequential probit and control for the
> correlated unobserved  heterogenity (for example the
> ability of the child), then it is the same thing as doing a
> trivariat probit with sample selection?

Not quite, you are than loosing the sequential nature of the
model. In a sequential logit/probit you are looking at the
probability of passing a transition given that you are at 
risk. In a multivariate probit you are looking at the 
probability of attaining a level. 

> If so; is there some way to do this in stata?

Lorenzo Cappellari and Stephen P. Jenkins (2006) "Calculation 
of multivariate normal probabilities by simulation, with 
applications to maximum simulated likelihood estimation" The
Stata Journal, 6(2): 156--189.
<http://www.stata-journal.com/article.html?article=st0101>

> I assume the heckprob command is what I would use if I had
> two steps, but is there some way to extend this into three 
> steps?

That is yet again a subtly different model...

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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