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

[<chiuweikuo@yahoo.co.jp>]

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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