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

[William Buchanan <william@williambuchanan.net>]

What are the values of your outcome variable?  Are any of the values outside of the 0-8 range indicated by the error message?

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> 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
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>>> * 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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>> *   http://www.ats.ucla.edu/stat/stata/
> 
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/

*
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