RE: st: Explaining Gamma coefficient after bioprobit command

["Telli Anvernali Henry" <lexht2@nottingham.ac.uk>]

Thanks for the response Maarten; My version of bioprobit was installed
using -findit bioprobit. This is written by Zurab Sajaia. When you run
it with the endogenous option, it reports a gamma which is not estimated
when you run the seemingly unrelated specification.

Henry

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: 30 April 2010 11:21 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Explaining Gamma coefficient after bioprobit command

--- On Thu, 29/4/10, Telli Anvernali Henry wrote:
> I am using the command bioprobit for my bivariate ordered
> probit regressions and I wondered if anybody can help me
> with an explanation for the estimated gamma beyond just
> the sign. I know rho measures the correlation of the error
> terms while gamma measure the actual relationship between
> equation 1 and 2 but apart from the sign of the gamma 
> coefficient what can I say about the impact of the coefficient
> itself and does it matter that gamma and rho have opposite
> signs? For instance if gamma is 0.64, what can I say apart
> from "there is a strong positive correlation between depvar1
> and depvar2".

-bioprobit- is a user written command, the Statalist FAQ askes
you to say where you got it from. This is crucial because there
are often multiple versions of a user written program floating
around cyber space. This appears to be the problem here, as
my version (downloaded from SSC by typing in Stata
-ssc install bioprobit-) does not return a gamma coefficient,
so there is nothing to interpret.

-- Maarten

. which bioprobit
c:\ado\plus\b\bioprobit.ado
*! version 1.11  17Aug2007


--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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