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st: Fwd: joint probability for all possible combinations using mvnp after mvprobit
From
Deepa Pradhan <[email protected]>
To
[email protected]
Subject
st: Fwd: joint probability for all possible combinations using mvnp after mvprobit
Date
Fri, 4 Oct 2013 12:06:40 +1000
Hello
I am trying to get joint probabilities for all possible combinations
for a multivariate probit model.
I have three dependent variables (drcrops mixcrop and irrigators) and
I am using mvprobit and mvnp after that. But the results that I am
getting from mvppred and egen mvnp does not match (checking before
doing estimations for other combinations). If I could know what
mistake I am making, it would be great . How can I do it for other
combinations like Y1 only or Y1 and Y2 and so on.
Steps that I have followed are as follows for example for combination
where all dependent variables equals 1:
mvprobit (drcrops= hu caste totland treat) (mixcrop = hu caste
totland treat) (irrigators= hu caste totland treat),draws(50)
mvppred pall,pall
mvppred xb, xb
mvppred stdp,stdp
matrix accum V= stdp1 stdp2 stdp3
matrix V=corr(V)
matrix C=cholesky(V)
generate k1=1
generate k2=1
generate k3=1
mdraws,dr(250) neq(3) prefix(z)random seed (123456789)
egen pr_joint=mvnp( xb1 xb2 xb3), dr(250) chol(c) prefix(z) signs(k1 k2 k3)
list pr_joint pall1s
Thanks in advance.
Deepa
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