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st: simultaneous partial observability biprobits
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: [email protected]
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