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st: Testing for rho differences after mvprobit


From   Jaime Gómez <[email protected]>
To   [email protected]
Subject   st: Testing for rho differences after mvprobit
Date   Fri, 8 Apr 2011 00:47:20 +0200

Dear Statalisters
I have estimated a model through the "mvprobit" command of Capellari and Jenkins. I would like to test whether the differences in the rhos are statistically significant. For example, I would like to know whether rho21 is different from rho31 or whether rho21>rho42. Is there any way of doing this with Stata?
Thank you very much.
Jaime Gómez.
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