[Limdep Nlogit List] Looping successive bivariate probit estimations.
Arthur Caplan
arthur.caplan at usu.edu
Tue Mar 31 09:13:52 EST 2009
Dear Limdep users,
I'm basically a novice with a novice-type coding problem. I'm using Limdep 8.0 (Nlogit 3.0) and trying to run successive bivariate probit regressions, where a collection of pairwise sets of dependent variables are successively regressed against a given set of independent variables. My goal is to ultimately build what amounts to a matrix of bootstrapped coefficient estimates so that I can calculate the associated standard deviations as estimates of their bootstrapped standard errors.
Here is the code I'm using for this exercise:
/********Initial univariate probit models to set starting values********/
/*******Round 1*******/
sample;all$
namelist; y1=y11,y21, y31; y2=y12,y22, y32; x=hyp,info,bid$
matrix;r1b=init(3,4,0)$ /*Note: The 3 denotes three runs of the regression and the 4 denotes four coefficients being estimated */
proc
Probit;lhs=y1:i;rhs=one,x$
matrix;r1b(i,*)=b$
endproc
execute;Silent;i=1,3$
list;r1b$
/*******Round 2*******/
sample;all$
matrix;r2b=init(3,4,0)$
proc
Probit;lhs=y2:i;rhs=one,x$
matrix;r2b(i,*)=b$
endproc
execute;Silent;i=1,3$
list;r2b$
/**********Bivariate Probit Model Estimation***********/
sample;all$
matrix;biprobb=init(8,3,0)$
proc
skip$
bivariate probit; lhs=y1:i,y2:i; rh1=one,x; rh2=one,x; start=r1b,r2b$
matrix;biprobb(i,*)=b$
endproc
execute;i=1,3$
list;biprobb$
stop$
The program runs just fine, i.e., it calculates everything for the univariate probit models and it runs the successive three bivariate probit regressions. However, when it comes to listing the coefficient matrix for the bivariate regressions, i.e., listing matrix biprobb, it stops, providing no specific error message. In the output file Limdep acts like it wants to list the matrix, but never does.
Any insight would be appreciated.
Arthur Caplan
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