[Limdep Nlogit List] bivariate probit
Dr. Anat Tchetchik
manes at agri.huji.ac.il
Sun Nov 4 23:14:05 EST 2007
We are running via NLOGIT a bivariate probit with selection (which uses
the atanh(rho) during estimation) and keep receiving very high and
significant Rho (0.99 but never 1), The model results, other than that, are
reasonable and fit our expectations. when we omit variables from the model,
rho decreases substantially and become insignificant. Can we report our
results with such rho?
Anat Tchetchik, Ph.D.
The Department of Agricultural Economics
The Hebrew University of Jerusalem
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