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Re: st: Re: st: Re: st: Re: st: Syntax of –cmp- for an ordered probit selection model


From   William Buchanan <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Re: st: Re: st: Re: st: Syntax of –cmp- for an ordered probit selection model
Date   Mon, 11 Nov 2013 05:31:28 -0600

If your outcome is binary why would you be using an ordered probit?  And for clarity, I was asking about the outcome variable in any/all equations.

Sent from my iPhone

> On Nov 11, 2013, at 5:12, <[email protected]> wrote:
> 
> Dear Buchanan,
> 
> Thank you so much for your suggestion. 
> I check the data again, and all the data of the outcome variable is valued 0 or 1. 
> Do you think there may be any other possible problem?
> 
> Kuo, Chiu-Wei
> 
>> --- On Mon, 2013/11/11, William Buchanan <[email protected]> wrote:
>> 
>> What are the values of your outcome variable?  Are any of the values outside of the 0-8 range indicated by the error message?
>> 
>> Sent from my iPhone
>> 
>>> On Nov 11, 2013, at 4:53, <[email protected]> wrote:
>>> 
>>> Dear Tamas,
>>> 
>>> Thank you so much for the suggestion.
>>> But the same error message still pops out when I put double quotes on the expression.
>>> (while in the case where the selection variable is a binomial one, the command works well even without double quotes!)
>>> 
>>> Do you think there may be any other problem of the syntax?
>>> 
>>> Kuo, Chiu-Wei
>>> 
>>>> --- On Mon, 2013/11/11, "Bartus Tamás" <[email protected]> wrote:
>>>> 
>>>> Dear Kuo, 
>>>> 
>>>> Instead of  
>>>> 
>>>> ind(selection_var*$cmp_probit $cmp_oprobit) 
>>>> 
>>>> try 
>>>> 
>>>> ind("selection_var*$cmp_probit" $cmp_oprobit) 
>>>> 
>>>> Expressions appearing in the indicators option must be enlosed in double quotes
>>>> 
>>>> Tamas
>>>> 
>>>>> On 13/11/11, [email protected] wrote: 
>>>>> 
>>>>> 
>>>>> Dear all, 
>>>>> 
>>>>> I am trying to estimate the following selection model. 
>>>>> outcome equation: outcome_var =b1* var_list1 + u 
>>>>> selection equation: selection_var = b2*var_list2 + v 
>>>>> where outcome_var is a binomial variable, and selection_var is an ordered categorical variable. 
>>>>> 
>>>>> I use the command –cmp- (which can be obtained by –ssc cmp-) to estimate the model. My command is 
>>>>> cmp (outcome_var = var_list1) (selection_var = var_list2), ind(selection_var*$cmp_probit $cmp_oprobit) 
>>>>> However, the error message “Indicator for outcome_var must only evaluate to integers between 0 and 8. r(198);” keeps popping out. 
>>>>> 
>>>>> I found out that the same error massage appears whenever the selection variable is an ordered categorical variable, while it disappears and the command works normally when the selection variable is a binomial one. 
>>>>> 
>>>>> In the paper (“Estimating fully observed recursive mixed-process models with cmp”) written by the –cmp- writer, David Roodman, he mentioned that –cmp- is capable of doing the same estimation as –ssm- and –oheckman- do, so I think that –cmp- is the appropriate command for my model. 
>>>>> 
>>>>> I suppose that there is some problem with the part of the syntax, 
>>>>> ind(selection_var*$cmp_probit $cmp_oprobit) 
>>>>> I spent much time to figure out what the correct syntax is but still failed. 
>>>>> I really appreciate it if anyone can point out the problem of my syntax. 
>>>>> Thank you so much. 
>>>>> 
>>>>> Kuo, Chiu-Wei 
>>>>> 
>>>>> *
>>>>> * For searches and help try:
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>>>> 
>>>> --
>>>> 
>>>> Tamás Bartus, PhD
>>>> Associate Professor, Deputy Director
>>>> Institute of Sociology and Social Policy
>>>> Program Director, Doctoral School of Sociology
>>>> Corvinus University, Budapest 
>>>> 1093 Budapest, Közraktár utca 4-6.
>>>> Room 424.
>>>> Phone: +36-1-482-7301 
>>>> Fax: +36-1-482-7348
>>>> Homepage: http://web.uni-corvinus.hu/bartus
>>>> 
>>>> *
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>>> 
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>> 
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> 
> *
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