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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Introducing constraints to biprobit model |

Date |
Tue, 28 Aug 2012 14:35:23 +0100 |

There is plenty of good will to help you, but there is no way round this: you have yet to post the entire syntax that you used. So I don't think anyone can see what you are doing wrong even in trying to reproduce Maarten's example. This logic should seem compelling even to first-time posters. Nick On Tue, Aug 28, 2012 at 12:50 PM, Huybregts <lievenhu@gmail.com> wrote: > Nick, you're quite right, it' s the first time I post here, thought it would add my first message as well. > Maarten corrected mistakes in my original coding (so that's solved). My remaining question is regarding the code he proposed. > > If I run Maarten's code, for the "model with constraints" (biprobit (cat mpg price) (foreign mpg price), constraint (1 2), > I get the error message: > (note: constraint number 1 caused error r(111)) ( no variables defined;) > (note: constraint number 2 caused error r(111)) > It does not seem to accept the constraints, but runs the full model nevertheless. Can I assume for this that since the constraints entail coefficients from both models, when stata runs model 1 and model 2 separately it cannot apply the constraints because they are not known yet (seems logic enough). Just to be sure. The LR test gives results do I assume that stata acknowledged the constraints (as difference in df). > > Thanks for your help and sorry for the mess, > Lieven > > > > On Aug 28, 2012, at 11:29 AM, Nick Cox wrote: > >> Asking this question without showing what you typed wastes everybody's time. >> >> What is the entire and exact syntax that you typed? >> >> Can you reproduce Maarten's example? What is different about what you typed. >> >> Nick >> >> On Tue, Aug 28, 2012 at 10:29 AM, Huybregts <lievenhu@gmail.com> wrote: >>> Many thanks for the reply and the coding Maarten, however if I run the model with constraints, I get the error message: >>> (note: constraint number 1 caused error r(111)) ( no variables defined;) >>> (note: constraint number 2 caused error r(111)) >>> >>> It does not seem to accept the constraints, but runs the full model nevertheless. Can I assume for this that since the constraints entail coefficients from both models, when stata runs model 1 and model 2 separately it cannot apply the constraints because they are not known yet (seems logic enough). Just to be sure. >>> Cheers, >>> >>> Lieven >>> >>> >>> >>> >>> On Aug 28, 2012, at 11:05 AM, Maarten Buis wrote: >>> >>>> sysuse auto.dta,clear >>>> egen cat=cut(rep78),grou(2) label >>>> >>>> // model without constraints >>>> biprobit (cat mpg price) /// >>>> (foreign mpg price) >>>> estimates store R1 >>>> >>>> // replay the model, but see the coefficient names: >>>> biprobit, coeflegend >>>> >>>> // use those name to define the constraints >>>> constraint define 1 _b[cat:mpg] = _b[foreign:mpg] >>>> constraint define 2 _b[cat:price] = _b[foreign:price] >>>> >>>> // Model with constraints >>>> biprobit (cat mpg price) /// >>>> (foreign mpg price), constraint (1 2) >>>> estimates store R2 >>>> lrtest R1 R2 > > > >>> On Aug 28, 2012, at 10:05 AM, Huybregts wrote: > <Dear Stata listers, > < > <To test if two binary outcomes have the same underlying pattern of predictors, we compared 2 biprobit models (one with constraints, one without) using a LR test. However we encounter a <recurring error for which we can't find a solution. To make this understandable I use the auto.dta dataset to replicate our problem from a different dataset. > < > <************************************************ > sysuse auto.dta,clear > egen cat=cut(rep78),grou(2) label > > * model without constraints > xi: biprobit (cat mpg price) (foreign mpg price) > estimates store R1 > matrix define coef=e(b) > matrix list coef > constraint define 1 coef[1,1] = coef[1,4] > constraint define 2 coef[1,2] = coef[1,5] > > * Model with constraints > xi: biprobit (cat mpg price) (foreign mpg price), constraint (1 2) > estimates store R2 > lrtest R1 R2 > <************************************************ > <The error I get is (just after the model with constraints) > < > <Fitting comparison equation 1: > <(note: constraint number 1 caused error r(131)) > <(note: constraint number 2 caused error r(131)) > < > <I did not find a similar problem on the statalist, would it be impossible for the biprobit to converge adding constraints of equal coefficients? > <I use Stata 11.1. > <Many thanks for any help anyone could provide. > < * * 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/

**Follow-Ups**:**Re: st: Introducing constraints to biprobit model***From:*Huybregts <lievenhu@gmail.com>

**References**:**st: Introducing constraints to biprobit model***From:*Huybregts <lievenhu@gmail.com>

**Re: st: Introducing constraints to biprobit model***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: Introducing constraints to biprobit model***From:*Huybregts <lievenhu@gmail.com>

**Re: st: Introducing constraints to biprobit model***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Introducing constraints to biprobit model***From:*Huybregts <lievenhu@gmail.com>

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