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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: unit variance command with mprobit |
| Date | Wed, 16 Nov 2011 13:33:59 +0100 |
On Tue, Nov 15, 2011 at 9:14 PM, saqlain raza wrote: > I want to show in the model -mprobit- that the error terms have unit variance for any two choices out of 4 and the off diagonal elements of the matrix are zero. How could it be possible using any command in Stata? That is by definition true in -mprobit-, so the fact that you used -mprobit- means that that is true for your model. So in that sense there is no need for a program. The difficult part is whether that assumption holds in the data. You cannot check that without heavily depending on other (too) strong assumptions. As a consequence, if you find in an alternative model that there is such a covariance between error terms, it is still impossible to determine which model is right. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/