-cmp- is a new program for multi-equation mixed-model (continuous, probit, tobit) estimation. Originally, it only worked in Stata 10, but I've made it work in 9.2 now. For estimations with three or more probit or tobit equations, which require the GHK algorithm to simulate cumulative normal distributions, it runs slower in 9.2 than in 10 because 9.2 lacks the Mata function ghkfast().
See http://www.stata.com/statalist/archive/2007-10/msg00646.html for more. "ssc install cmp, replace" to install.
--David
David Roodman
Research Fellow
1776 Massachusetts Avenue NW
Washington, DC 20036
Center for Global Development
Independent Research and Practical Ideas for Global Prosperity
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