Re: st: mvprobit

[Simon Moore <simoncmoore@gmail.com>]

Thanks Maarten

Maarten buis wrote:
> --- Simon Moore <simoncmoore@gmail.com> wrote:
>   
> > Is there an accepted criteria for use of mvprobit over two or more 
> > separate probit equations?  My only lead so far, from the published 
> > literature using mvprobit, tells me that mvprobit is best if outcome 
> > variables are correlated but not so correlated that dependant
> > variables should be collapsed into a single variable.
> >     
> It is not so much that the depedent variables are correlated, but that
> the error terms are correlated. I think of it as there is some
> unobserved variable that influences all dependent variables. Given my
> simplistic mind I need a concrete variable, I often think about it in
> terms of smart respondents are more likely to be succesful interms of
> dependent variable 1 and dependent variable 2 (assuming you haven't
> measured IQ or something like that). In other words the criterium is
> mostly theoretical.
>
> Hope this helps,
> Maarten
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
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