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st: ZOIB procedure
From
Prerna S <[email protected]>
To
[email protected]
Subject
st: ZOIB procedure
Date
Sun, 18 Sep 2011 17:51:07 -0400
Dear Statalisters,
I am using zoib (Stata 11.2) to estimate 2 proportions. I have 3 questions.
1. The model that I am attempting to estimate looks like the following.
p1 = a1 + a2X + e1
p2 = b1 + b2X + e2
where pi is the proportion of income from source i.
Is there any procedure that approximates an SUR for zoib that I can
use? I tried the suest option but it does not offer a test statistic
and the results under suest appear to be the same as without suest. I
am unsure if this implies that SUR does not matter or if I missed
something.
2. Wooldridge (2002) suggests using Smith-Blundell/Rivers Vuong
method that for dealing with endogeneity with respect to fractional
logit and tobit. Is this for some reason unsuitable for zoib?
3. I would like to investigate the usual problems like
multicollinearity, heteroscedasticity, non-normality. Is there a
resource that I might refer to for regression diagnostics for zoib?
Thank you for you time.
Prerna Marui
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