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st: implement exclusion restrictions using asmprobit
From
"Kathleen J. Mullen" <[email protected]>
To
[email protected]
Subject
st: implement exclusion restrictions using asmprobit
Date
Tue, 26 Apr 2011 14:59:41 -0700
Keane (1992 JBES) shows that identification in the multinomial probit
is tenuous without exclusion restrictions, i.e., one “case specific”
regressor left out of the equation (beta=0) for each mode. For
example, in a choice between doctor/professor/lawyer, income left out
of the doctor equation and education left out of the professor
equation with lawyer as baseline. How does one implement this
practically? The only command I know is asmprobit and it doesn’t seem
equipped for this.
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