============================================
Date: Fri, 3 Apr 2009 06:34:12 -0400
From: Kit Baum <[email protected]>
Subject: Re: st: IV estimation for probit models with binary
endogenous variable...?
<>
Antoine said
>
>
> In the following example, -cmp- and -biprobit- give the same results
SNIP
If indeed -biprobit- is workable for this kind of model, there ought
to be some example of its use in the manual and help file. It would be
very useful to receive guidance from StataCorp developers as to
whether this is an appropriate use of -biprobit-.
======================================================================
============
I think this works for multivariate probit models more generally. I
don't have my library to hand at home, but I suggest checking out
Hsiao's Panel Data book (CUP) for the bivariate probit case.
I gather that the definitive reference on coherency conditions for
systems of any such kind is: James J. Heckman "Dummy Endogenous
Variables in a Simultaneous Equation System", Econometrica, Vol. 46,
No. 4. (July, 1978), pp. 931-959.
Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <[email protected]>
Director, Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374. Fax: +44 1206 873151.
http://www.iser.essex.ac.uk
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/iser/teaching/module-ec968
Downloadable papers and software: http://ideas.repec.org/e/pje7.html
Learn about the UK's new household panel survey, "Understanding
Society": http://www.understandingsociety.org.uk/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
