Dear all,
Will you please let me know, how I can 'label' data? I typed in "label
var ..." thing, which does not return any error message, but then if I try
to decode it, it says "year not labeled". I don't know what to do with
this. Any help will be greatly appreciated. Thank you very much!
Ayako Saiki
On Mon, 16 Sep 2002, Wiji Arulampalam wrote:
> Dear Stephen,
> In most of the runs I get the result that there is no unobserved heterogeneity as the coefficient estimates are identical to ordinary probit when I use xtprobit. xtprobit also does not give me a std error for the rho. But I have a mle for RE probit in stata and I have just run that and find that my results are exactly the same as Limdep's.
> I wonder what is happening?
> many thanks
> best
> wiji
>
>
>
> =================================
> Professor Wiji Arulampalam,
> Department of Economics,
> University of Warwick,
> Coventry,
> CV4 7AL,
> UK.
> Tel: +44 (24) 7652 3471
> Sec. Tel: +44 (24) 7652 3202
> Fax: +44 (24) 7652 3032
> email: [email protected]
> http://www.warwick.ac.uk/Economics/arulampalam/
> RES2003: http://www.warwick.ac.uk/res2003/
>
> >>> [email protected] 09/16/02 01:45PM >>>
> Dear Stephen,
> Thanks very much for your suggestion. I don't think that the problem is to do with the number of quadrature points.
> The coefficients being different by a very small number does not matter. But the problem I have with Stata xtprobit is that it gives me a zero 'rho' with no std error. Limdep always gives me an estimate of 'rho' with a well defined std error. I have a general program which I am going to change now and check the results against stata's results. I will let you know the outcome.
> best
> wiji
>
>
>
> =================================
> Professor Wiji Arulampalam,
> Department of Economics,
> University of Warwick,
> Coventry,
> CV4 7AL,
> UK.
> Tel: +44 (24) 7652 3471
> Sec. Tel: +44 (24) 7652 3202
> Fax: +44 (24) 7652 3032
> email: [email protected]
> http://www.warwick.ac.uk/Economics/arulampalam/
> RES2003: http://www.warwick.ac.uk/res2003/
>
> >>> [email protected] 09/16/02 11:13AM >>>
> On Mon, 16 Sep 2002 10:55:34 +0100 Wiji Arulampalam
> <[email protected]> wrote:
>
> > Dear All,
> > I have just run a random effects probit using the same data on Limdep
> > as well as stata7 and get very different results. I should be most
> > grateful if someone could tell me whether I am doing something wrong
> > please. Limdep gives a reasonable rho but stata does not!
>
> <snip>
>
> I suggest that Wiji check whether Limdep and Stata are using the same
> number of quadrature points. The default in Stata is 12 (see Ref Man
> Su-Z entry on -xtprobit- Methods and Formulae), but this can be
> varied using the quad option to -xtprobit-. See also -quadchk-. I
> have an idea that Limdep has a different default number of quadrature
> points from Stata (I don't know whether one can change that number or
> not). For some data configurations, the # of points really makes a
> difference.
>
> Stephen
> ----------------------
> Professor Stephen P. Jenkins <[email protected]>
> Institute for Social and Economic Research (ISER)
> University of Essex, Colchester, CO4 3SQ, UK
> Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
> http://www.iser.essex.ac.uk
>
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>
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>
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