You could use -suest- (seemingly unrelated estimation) with -probit- or -logit-
to estimate a system of such equations.
Scott
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Thursday, January 23, 2003 2:30 PM
Subject: st: multivariate probit/logit
> I am working on a study that potentially involves three simultaneous
> binary choices. Thus, I would like to be able to estimate what
> amounts to a system of probit (or logit) equations. Stata's biprobit
> command looks to be the closest thing I can find, but it explicitly
> states the routine is limited to two equations. Any ideas on how I
> might estimate a multivariate probit or logit in Stata? Thanks.
>
> David.
>
> W. David Allen
> Associate Professor of Economics
> University of Alabama in Huntsville
> Huntsville, AL 35899
> (256) 824-6757
>
>
>
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/