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Note: This FAQ is for users of Stata 6, an older version of Stata.
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
