求教联立概率模型（simultaneous probit equation）问题

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求教联立概率模型问题

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关键词：SIMULTANEOUS equation Probit ATION ATI equation 模型

Stata 提供了一个官方命令可以处理这个： biprobit -- Bivariate probit regression

如下几个外部命令供参考：
cdsimeq implements the two-stage estimation method described in Maddala (1983) for simultaneous equations models in which one of the endogenous variables is continuous and the other endogenous variable is dichotomous.

mvprobit estimates M-equation probit models, by the method of simulated maximum likelihood (SML). (Cf. probit and biprobit, which estimate 1-equation and 2-equation probit models by maximum likelihood.) The variance-covariance matrix of the cross-equation error terms has values of 1 on the leading diagonal, and the off-diagonal elements are correlations to be estimated (rhoji = rhoij, and rhoii = 1, for all i =
    1,...,M).