Note: This FAQ is for users of Stata 6.
It is not relevant for more recent versions.
Stata 6: What is the difference between biprobit/heckman and the STB commands?
Title |
|
Stata 6: Comparing STB-33 routines and the Stata 6.0 biprobit and heckprob commands |
Author |
James Hardin, StataCorp |
There are several enhancements to the commands for fitting bivariate probit
models (biprobit)
in Stata 6.0.
- One can use weights; fweights, iweights,
and pweights are allowed.
- There are a number of predictions that are allowed:
p11 |
 |
Pr(depvar1=1, depvar2=1); the default |
p10 |
Pr(depvar1=1, depvar2=0) |
p01 |
Pr(depvar1=0, depvar2=1) |
p00 |
Pr(depvar1=0, depvar2=0) |
pmarg1 |
Pr(depvar1=1); marginal probability equation 1 |
pmarg2 |
Pr(depvar2=1); marginal probability equation 2 |
pcond1 |
Pr(depvar1=1 | depvar2=1) |
pcond2 |
Pr(depvar2=1 | depvar1=1) |
xb1 |
linear prediction equation 1 |
xb2 |
linear prediction equation 2 |
stdp1 |
standard error of xb1 |
stdp2 |
standard error of xb2 |
- The correlation parameter is restricted to [-1,1] interval.
- The nested model from the STB has been incorporated into the new
heckprob command. This new
command also offers many predicted values after estimation including
pmargin |
 |
predicted probabilities; Pr(depvar=1); the default |
p11 |
Pr(depvar=1, selvar=1) |
p10 |
Pr(depvar=1, selvar=0) |
p01 |
Pr(depvar=0, selvar=1) |
p00 |
Pr(depvar=0, selvar=0) |
psel |
Pr(selvar=1) |
pcond |
Pr(depvar=1 | selvar=1) |
xb |
linear prediction |
stdp |
standard error of xb |
xbsel |
linear prediction in selection equation |
stdpsel |
standard error of xbsel |