[Limdep Nlogit List] Looping successive bivariate probit estimations.
William Greene
wgreene at stern.nyu.edu
Tue Mar 31 17:22:55 EST 2009
Arthur. I don't think you turned the output back on after the comment
line. /******* etc. is not followed by a line with */ in it.
This is a little tricky. I would use ?******** ... for one line comments.
After the proc runs, you can double click the matrix's name in the project
window to see if it was computed correctly.
/Bill Greene
----- Original Message -----
From: "Arthur Caplan" <arthur.caplan at usu.edu>
To: limdep at limdep.itls.usyd.edu.au
Sent: Monday, March 30, 2009 6:13:52 PM GMT -05:00 US/Canada Eastern
Subject: [Limdep Nlogit List] Looping successive bivariate probit estimations.
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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