st: simultaneous partial observability biprobits

[Pablo Mitnik <pmitnik@ssc.wisc.edu>]

Dear all,

I need to fit a system of partial observability bivariate probits. I 
have two occupational sectors in the economy. I want to model the 
probability that the unemployed  move from unemployment to sector 1, and 
the probability that the unemployed move from unemployment to sector 2, 
in one particular year. Each of these probabilities is assumed to be the 
result of multiplying two probabilities: the probability a worker has of 
getting a job offer in the corresponding sector, and the probability 
that the worker getting the offer accepts it. The offer equations have 
all the same independent variables, but their coefficients are not 
restricted to be the same, i.e, they may be (and most likely will be) 
sector specific. The acceptance equation is assumed to be exactly the 
same regarding offers from either sector, i.e., it is not sector 
specific. Some of the independent variables in the acceptance equation 
are not in the offer equations, so identification is possible. Errors 
across sectors are likely to be correlated.

The command "biprobit" with the option "partial" only works in a 
situation in which you have one dependent observed variable that is the 
multiplication of two unobserved  variables; the related unofficial 
commands I found allow more unobserved  variables, but don't deal with 
simultaneous equations either. Hence, it seems to me that there is no 
Stata command, official or unofficial, that would allow me to do what I 
want to do (even assuming that errors are not correlated).  I am 
resorting to your collective wisdom to confirm (or, hopefully, 
disconfirm) that this is really the case.

Also, may be there is some way of doing what I want to do by using some 
trick on some existing command (instead of writing a ML evaluator from 
scratch). Any idea would be greatly appreciated.

All best

Pablo Mitnik

--
Pablo A. Mitnik
University of Wisconsin-Madison (http://www.wisc.edu/ )
Department of Sociology ( http://www.ssc.wisc.edu/soc/)
Center on Wisconsin Strategy (http://www.cows.org/ )
1180 Observatory Drive
Room 7114A
Madison, WI 53706
TEL (608) 2621839
E-mail: pmitnik@ssc.wisc.edu 
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