Re: st: IV-oprobit using the cmp command

[Peter Gambrill <petergambrill@gmail.com>]

Thanks Ben

However when I follow and augment for my own case the example given in
the document for IV-oprobit i.e. when I write this (where varlist is
the rest of my variables/instruments)

cmp (identity=varlist) (hlghq1= identity varlist), ind($cmp_oprobit
$cmp_oprobit) tech(dfp) nolr

I get an error

"Fitting full model.

      cmp_lnL_censored():  3301  subscript invalid
               cmp_lnL():     -  function returned error
                 <istmt>:     -  function returned error
Mata run-time error
r(3301);"

Any ideas?

Many Thanks


On Thu, Apr 5, 2012 at 3:53 PM, Benjamin Volland <volland@econ.mpg.de> wrote:
> Hello Peter,
>
> David Roodman, the author of -cmp- (user-written), provides an extensive
> discussion of this command (including statistics and instructions),
> available as working paper on the website of the Center for Global
> Development:
> http://www.cgdev.org/files/1421516_file_Roodman_cmp_FINAL.pdf
>
> Best, Ben
>
>
>
> On 05/04/2012 16:35, Peter Gambrill wrote:
>>
>> I am trying to using Instrumental variables using a probit
>> specification. The command I have found is the "cmp" command, I just
>> wondered if anyone had experience of using this and could help me with
>> this estimation.
>>
>> My endogenous variable is a measure of gender identity. This is a
>> discrete variable that has a scale of 7 to 33.
>>
>> Gender Identity = constant + instruments + error
>>
>> The second stage dependant variable is a measure of subjective well
>> being on a scale of 1 to 36
>>
>> Subjective well-being = constant + controls + gender identity + error
>>
>> Can anyone give some advice on how I might achieve this estimation
>> using stata?
>>
>> Many Thanks
>>
>> Peter
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>>
>
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