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st: biprobit seemingly unrelated regression w/no constant
From
"Brown, Derek S. (Contractor)" <dsbrown/[email protected]>
To
<[email protected]>
Subject
st: biprobit seemingly unrelated regression w/no constant
Date
Wed, 6 Feb 2013 13:57:17 -0500
I would like to run a bivariate probit (biprobit) in seemingly unrelated
regression form, with no constant (so that I can use effects coding).
The "nocons" option is only available for the regular biprobit, not the
SUR form.
Is there an econometric reason why? If not, can I impose this with a
constraint? (I have another constraint in the model already working, but
my constraint for _cons=0 for each equation seems to be ignored by
Stata.)
Thanks, Derek
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