18
Stata Technical Bulletin
STB-33
. eq priv inc yrs
. eq vote inc ptax
. suprob priv vote
Fitting constant only model
Iteration 0: Log Likelihood = -82.529057
Iteration 1: Log Likelihood = -82.078668
Iteration 2: Log Likelihood = -82.076956
Iteration 3: Log Likelihood = -82.076955
Fitting full model
Iteration 0: Log Likelihood = -75.29544
Iteration 1: Log Likelihood = -74.350968
Iteration 2: Log Likelihood = -74.333447
Iteration 3: Log Likelihood = -74.333444
Seemingly unrelated probit regression Number of obs = 80
Model chi2(4) = 15.49
Prob > chi2 = 0.0038
Log Likelihood = -74.3334444 Pseudo R2 = 0.0943
— |
I |
Coef. |
Std. Err. |
z |
P>∣z∣ |
[957. Conf. |
— Interval] |
— priv |
I |
.3067012 |
.4499467 |
0.682 |
0.495 |
-.5751781 |
— 1.18858 |
yrs |
I |
-.0161475 |
.0264445 |
-0.611 |
0.541 |
-.0679777 |
.0356827 |
-Cons |
I |
-4.091401 |
4.569771 |
-0.895 |
0.371 |
-13.04799 |
4.865184 |
— vote |
I |
1.651935 |
.5529672 |
2.987 |
0.003 |
.5681397 |
— 2.735731 |
pt ax |
I |
-2.028817 |
.7238308 |
-2.803 |
0.005 |
-3.447499 |
-.6101343 |
„cons |
I |
-2.007338 |
4.075971 |
-0.492 |
0.622 |
-9.996095 |
5.981419 |
— rho „cons |
I |
-.3252008 |
.2240436 |
-1.452 |
0.147 |
-.7643183 |
— .1139166 |
Example: Robust bivariate probit regression
In this example, we will use the automobile dataset that ships with Stata. We have one binary variable foreign that
denotes whether a car is domestic (foreign = 0) or foreign (foreign = 1). We will also assume for the sake of this example,
that there is another variable guzzler that denotes whether a car is a gas guzzler (guzzler = 1) or not (guzzler = 0). The
guzzler variable was created using gen guzzler = (mpg>=24).
Knowing that most foreign cars imported are smaller and that smaller cars usually get better mileage, we wish to model
these variables with the length and weight of the car.
. biprob foreign guzzler length weight, robust nolog
Bivariate probit regression
Log Likelihood = -46.7432695
Number of obs = 74
Model chi2(4) = 80.56
Prob > chi2 = 0.0000
Pseudo R2 = 0.4629
I Robust
I |
Coef. |
Std. Err. |
z |
P>∣z∣ |
[957. Conf. |
Interval] | |
— foreign _cons |
I I |
.0051157 -.0016416 3.111534 |
.0272459 .0009073 2.754162 |
0.188 -1.809 1.130 |
0.851 0.070 0.259 |
-.0482852 -.0034198 -2.286524 |
— .0585166 .0001366 8.509591 |
— guzzler _cons |
I I |
-.0622867 -.0008044 12.87024 |
.0298606 .0008508 3.447198 |
-2.086 -0.945 3.734 |
0.037 0.344 0.000 |
.0037609 -.0008631 -19.62662 |
— .1208124 .002472 -6.113856 |
— rho _cons |
I |
-.5294745 |
.2323637 |
-2.279 |
0.023 |
.07405 |
— .984899 |
More intriguing information
1. Review of “From Political Economy to Economics: Method, the Social and Historical Evolution of Economic Theory”2. THE EFFECT OF MARKETING COOPERATIVES ON COST-REDUCING PROCESS INNOVATION ACTIVITY
3. A Dynamic Model of Conflict and Cooperation
4. The name is absent
5. The name is absent
6. The name is absent
7. The Role of Immigration in Sustaining the Social Security System: A Political Economy Approach
8. LOCAL PROGRAMS AND ACTIVITIES TO HELP FARM PEOPLE ADJUST
9. The name is absent
10. Short- and long-term experience in pulmonary vein segmental ostial ablation for paroxysmal atrial fibrillation*