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From | Anna Manzoni <anna.manzoni@gmail.com> |
To | statalist <statalist@hsphsun2.harvard.edu> |
Subject | st: cmp |
Date | Wed, 7 Nov 2012 14:12:03 -0500 |
Dear STATA lister, I am using cmp to estimate a two stage model which has a 4-category variable as dependent variable in the first stage and another 4-category variable as dependent variable in the second stage. I read Roodman's article in the Stata Journal , which was very helpful, but I still do not have clear how to correctly interpret the output (among other things). So, any references about that would be appreciated. First of all, I am currently using mprobit because I cannot find a way to get it work with mlogit. So my first question is : 1) Any suggestions about using mlogit in cmp? My syntax reads something like cmp(outcomest2= x1 x2 x3 outcomest1) (outcomest1= x4 x1 x2 x3), ind($cmp_mprobit $cmp_mprobit) I am not sure how to interpret the output. In total, I get 8 tables and I think the first 4 tables refer to the second stage (one for each category of the dep var), and the following tables to the first stage. However, I am not sure what's the reference category (the biggest category?) and how I could specify which category I would like to use as base (question 2) 3) The third question refers to the many warnings I get. Does that have anything to do with the choice of my instruments or is it unrelated? 4) is there a way to test the validity of the instrument(s) with cmp? Thank you. Anna Manzoni * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/