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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: Error message when using SSM (ordered probit with sample selection) |

Date |
Thu, 21 Jul 2011 09:22:14 -0500 |

I note that -select- does not vary within the dataset used by -ssm- because -select- is 1 if and only if -ordvar- is non-missing. Is that what you want? I don't use this stuff, but that may be what is wrong. Nick On Thu, Jul 21, 2011 at 7:08 AM, Katic, Pamela (IWMI-Ghana) <P.Katic@cgiar.org> wrote: > I have reproduced the following example from Miranda and Rabe-Hesketh > (2006) but I still get the error message r(2000), that is, no > observations on which to run the model. So I suppose it is probably not > a problem of my coding: > > set seed 12345678 > set obs 3500 > gen lambda = 0.4 > gen double ve = invnormal(uniform()) > gen double zeta = invnormal(uniform()) > gen double tau = invnormal(uniform()) > gen double x1=invnormal(uniform()) > gen double x2=invnormal(uniform()) > gen double x3=invnormal(uniform()) > gen double x4=invnormal(uniform()) > gen double selstar = 0.58 + 0.93*x1 + 0.45*x2 - 0.64*x3 + 0.6*x4 + /// > (ve + zeta)/sqrt(2) > gen sel = (selstar>0) > gen double ystar = 0.30*x1 + 0.11*x2 + /// > (lambda*ve + tau)/sqrt(1+lambda^2) > gen ordvar = 0 > qui replace ordvar=1 if ystar>-0.40 & ystar<=0.17 > qui replace ordvar=2 if ystar>0.17 & ystar<=0.45 > qui replace ordvar=3 if ystar>0.45 & ystar<=0.80 > qui replace ordvar=4 if ystar>0.80 & ystar<=1.25 > qui replace ordvar=5 if ystar>1.25 > replace ordvar=. if sel==0 > ssm ordvar x1 x2, s(sel = x1 x2 x3 x4) q(16) adapt family(binom) > link(oprobit) > > I am working with Stata 11.2. Does anyone know of an alternative command > to calculate an ordered probit model with sample selection? > > Thanks! > > Pamela Katic > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Katic, Pamela > (IWMI-Ghana) > Sent: Tuesday, July 05, 2011 7:51 AM > To: statalist@hsphsun2.harvard.edu > Subject: st: Error message when using SSM (ordered probit with sample > selection) > > I'm trying to estimate an ordered probit model with sample selection. > I've only found one command in STATA that's able to do this: ssm. I > tried using it but I keep getting the error message r(2000), that is, no > observations on which to run the model. I checked the response variable > and the selection variable as well, but cannot find any mistakes. I ran > the ordered probit with no sample selection and it works fine, and so > does the probit selection model separately. Any guidance on this matter > will be greatly appreciated. Many thanks. > * * 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: Error message when using SSM (ordered probit with sample selection)***From:*"Katic, Pamela (IWMI-Ghana)" <P.Katic@cgiar.org>

**st: RE: Error message when using SSM (ordered probit with sample selection)***From:*"Katic, Pamela (IWMI-Ghana)" <P.Katic@cgiar.org>

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