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

[<chiuweikuo@yahoo.co.jp>]

Dear Buchanan,

Thank you so much for your reply. 
I am sorry that I did not explain my question well.

The model I am trying to estimate is 
      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 (the categories are labeled from 1 to 7). 

Thus I use the command
      cmp (outcome_var = var_list1) (selection_var = var_list2), ind(selection_var*$cmp_probit $cmp_oprobit) 
which estimates the outcome equation with a probit model and the selection equation with an ordered probit model, but Stata keeps showing the error message “Indicator for outcome_var must only evaluate to integers between 0 and 8. r(198);”

The exactly same command works well when I use other binary variables to be the selection variable, so I think that there may be some problem in the syntax 
      ind(selection_var*$cmp_probit $cmp_oprobit) 

Maybe the syntax should be write in another way when the selection variable is an ordered categorical variable? I try to figure out the correct syntax but failed.



--- On Mon, 2013/11/11, William Buchanan <william@williambuchanan.net> wrote:

> If your outcome is binary why would you be using an ordered probit?  And for clarity, I was asking about the outcome variable in any/all equations.
> 
> Sent from my iPhone
> 
> > On Nov 11, 2013, at 5:12, <chiuweikuo@yahoo.co.jp> wrote:
> > 
> > Dear Buchanan,
> > 
> > Thank you so much for your suggestion. 
> > I check the data again, and all the data of the outcome variable is valued 0 or 1. 
> > Do you think there may be any other possible problem?
> > 
> > Kuo, Chiu-Wei
> > 
> >> --- On Mon, 2013/11/11, William Buchanan <william@williambuchanan.net> wrote:
> >> 
> >> What are the values of your outcome variable?  Are any of the values outside of the 0-8 range indicated by the error message?
> >> 
> >> Sent from my iPhone
> >> 
> >>> On Nov 11, 2013, at 4:53, <chiuweikuo@yahoo.co.jp> wrote:
> >>> 
> >>> Dear Tamas,
> >>> 
> >>> Thank you so much for the suggestion.
> >>> But the same error message still pops out when I put double quotes on the expression.
> >>> (while in the case where the selection variable is a binomial one, the command works well even without double quotes!)
> >>> 
> >>> Do you think there may be any other problem of the syntax?
> >>> 
> >>> Kuo, Chiu-Wei
> >>> 
> >>>> --- On Mon, 2013/11/11, "Bartus Tamás" <tamas.bartus@uni-corvinus.hu> wrote:
> >>>> 
> >>>> 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 
> >>>>> 
> >>>>> *
> >>>>> * For searches and help try:
> >>>>> * http://www.stata.com/help.cgi?search
> >>>>> * http://www.stata.com/support/faqs/resources/statalist-faq/
> >>>>> * http://www.ats.ucla.edu/stat/stata/
> >>>> 
> >>>> --
> >>>> 
> >>>> 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
> >>>> 
> >>>> *
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> >>> 
> >>> *
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> >> 
> >> *
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