Re: st: RE: Estimation binary-continuous outcomes model

[Bond Tiger <bond0910@ymail.com>]

Thanks Martin. It was really helpful. I appreciate your help.

I have two more questions, 

(1) Is there any way I can test for exogeneity of the variables in this 
(CDSIMEQ) procedure? If not, then what could be an alternative?

(2) Does CDSIMEQ procedure gives same results, if the equations are estimated 
using IV-PROBIT and/or 2SLS?

Please help.

Thank you.

Bond



----- Original Message ----
From: Martin Weiss <martin.weiss1@gmx.de>
To: statalist@hsphsun2.harvard.edu
Sent: Thu, September 23, 2010 2:57:40 PM
Subject: st: RE: Estimation binary-continuous outcomes model


<>


"How to calculate the marginal effects from the probit model using this 
procedure?"


The help for -findit cdsimeq- gives an example for marginal effects:

***********
clear*
sysuse auto, clear
cdsimeq (price mpg rep78 weight length) (foreign gear_ratio displacement
turn length), est
version 7
estimates unhold model_2
mfx, eyex at(median) varlist(displacement turn)
***********

Careful, the original says: -sysuse auto, replace-, which is not the usual
syntax. Strangely, no error message from Stata, either: sysuse.ado replaces
-,replace- with -,clear- internally, although the help file does not make
this clear.




HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Bond Tiger
Sent: Donnerstag, 23. September 2010 21:50
To: statalist@hsphsun2.harvard.edu
Subject: st: Estimation binary-continuous outcomes model

Hello,

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?

Please, please reply.

Any help will be highly appreciated.

Regards,

Bond


      
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