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 |