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st: RE: Estimation binary-continuous outcomes model
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Estimation binary-continuous outcomes model
Date
Thu, 23 Sep 2010 21:04:48 +0100
Bond Tiger:
-cdsimeq- is by O.M.G. Keshk:
SJ-4-4 st0038_1 . . . . . . . . . . . . . . . . Software update for cdsimeq
(help cdsimeq if installed) . . . . . . . . . . . . . . O. M. G. Keshk
Q4/04 SJ 4(4):491
updated to allow all postestimation commands except
lrtest and suest
SJ-3-2 st0038 CDSIMEQ: A program to implement two-stage probit least squares
(help cdsimeq if installed) . . . . . . . . . . . . . . O. M. G. Keshk
Q2/03 SJ 3(2):157--167
two-stage probit least squares estimation for simultaneous
equation models in which one of the endogenous variables
is continuous and the other is dichotomous
. findit cdsimeq
yields only the references above.
The author is not to my knowledge a member of Statalist or least did not respond to your first question on this subject on 21 September.
Q.1 might benefit from rephrasing in terms of the problem you want to solve, rather than the method you think may be out-of-date, or out of fashion. I don't know quite what makes your question econometric rather than statistical, so some clarity on that might widen the audience, or make it more precise, as the case may be.
Nick
[email protected]
P.S. "No, Groucho is not my real name. I am breaking it in for a friend."
Bond Tiger 23 Sept 2010
=======================
Please anybody tell me about the stata code CDSIMEQ.
(1) Is this code, quite prevalent in use in current researches or since it is
based on old econometric technique proposed by Maddala (1983), is now not so
much in use and rather other advanced methods are in use? If so, what are the
methods in use?
(2) How to calculate the marginal effects from the probit model using this
procedure?
Bond Tiger 21 Sept 2010
======================
Can anyone help answering the following questions:
(1) Is there any module for calculating MARGINAL EFFECTS after CDSIMEQ?
(2) How to test for endogeneity of a regressor with CDSIMEQ?
(3) Is there any module like CDSIMEQ for Tobit models (with a continuous and a
binary endogenous variables)?
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