st: Re: st: Syntax of –cmp- for an ordered probit selection model

["Bartus Tamás" <tamas.bartus@uni-corvinus.hu>]

Dear Kuo, 
 
Instead of  
 
ind(selection_var*$cmp_probit $cmp_oprobit) 
 
try 
 
ind("selection_var*$cmp_probit" $cmp_oprobit) 
 
Expressions appearing in the indicators option must be enlosed in double quotes
 
Tamas
 
On 13/11/11, chiuweikuo@yahoo.co.jp wrote: 

> 
> Dear all, 
> 
> I am trying to estimate the following selection model. 
> outcome equation: outcome_var =b1* var_list1 + u 
> selection equation: selection_var = b2*var_list2 + v 
> where outcome_var is a binomial variable, and selection_var is an ordered categorical variable. 
> 
> I use the command –cmp- (which can be obtained by –ssc cmp-) to estimate the model. My command is 
> cmp (outcome_var = var_list1) (selection_var = var_list2), ind(selection_var*$cmp_probit $cmp_oprobit) 
> However, the error message “Indicator for outcome_var must only evaluate to integers between 0 and 8. r(198);” keeps popping out. 
> 
> I found out that the same error massage appears whenever the selection variable is an ordered categorical variable, while it disappears and the command works normally when the selection variable is a binomial one. 
> 
> In the paper (“Estimating fully observed recursive mixed-process models with cmp”) written by the –cmp- writer, David Roodman, he mentioned that –cmp- is capable of doing the same estimation as –ssm- and –oheckman- do, so I think that –cmp- is the appropriate command for my model. 
> 
> I suppose that there is some problem with the part of the syntax, 
> ind(selection_var*$cmp_probit $cmp_oprobit) 
> I spent much time to figure out what the correct syntax is but still failed. 
> I really appreciate it if anyone can point out the problem of my syntax. 
> Thank you so much. 
> 
> Kuo, Chiu-Wei 
> 
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> 

--

Tamás Bartus, PhD
Associate Professor, Deputy Director
Institute of Sociology and Social Policy
Program Director, Doctoral School of Sociology
Corvinus University, Budapest 
1093 Budapest, Közraktár utca 4-6.
Room 424.
Phone: +36-1-482-7301 
Fax: +36-1-482-7348
Homepage: http://web.uni-corvinus.hu/bartus

*
*   For searches and help try:
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