[Limdep Nlogit List] Estimating non-linear equations with endogenous regressors and selection

Mintewab Bezabih Mintewab.Bezabih at port.ac.uk
Tue Jan 19 11:47:57 EST 2010


Dear all,

I have been estimating a tobit model with selection and an endogenous regressor using the code below (and it seems to work). However I have alternative measures of the dependent variable ( dichotomous, categorical). I wonder if I can just modify this specification from tobit to probit/poisson/ordered probit as I change my dependent variable?

Below is the code I used for tobit with selection.

 

SKIP$
PROBIT
;Lhs=hadsex;Rhs=ONE,BLACK,COLOURED,FEMALE,EDUC,INFHIV,HIVKNOW,MLIFEEXP,
VLIFEEXP, AGE_10, AGE_2, CHILDEXP ; Hold $

select;TOBIT; Lhs = RISKp ; Rhs = ONE, BLACK, COLOURED, FEMALE, EDUC, INFHIV,
HIVKNOW, MLIFEEXP, VLIFEEXP, AGE_10$
MATRIX;BT=1/S*b$ 
MAXIMIZE;Labels = b0,b1,b2
; start = 0,0,0
; Fcn = b0+b1*educ+b2*BLACK;INST=CONDOM,BLACK,COLOURED;mle $

Many thanks in advance. 

minti




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