st: Re: Endogenous switching regression model

["Zhuo Chen" <zchen1975@hotmail.com>]

1) is that movestay that can do what you want? I guess it should be able to 
handle the fixed effects by using xi commands.
2) The tobit residual probably shouldn't be used in the switching 
regression. The switching regression is based on the conditional 
expectations. I see no way you can find tobit residual in the conditional 
expectation expressions (or they are the same for the respective regimes?).
----- Original Message ----- 
From: "Marcello Pagano" <pagano@hsph.harvard.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, December 10, 2004 2:17 PM
Subject: st: Endogenous switching regression model



> Posting this for Menale:
>
> menale kassie wrote:
>
> > <>
> >
> > I have a couple of questions.
> >
> > 1) I want to use fixed effects estimations in the second stage. At the 
> > same time I want to apply the full information MLE. Is there a stata 
> > command that can accommodate this?
> >
> >  2) Recently Wooldridge in his book (econometric analysis of cross 
> > section and panel data) proposed to use Tobit residuals as selection 
> > correction instead of inverse mills ratio. Is it possible to use Tobit 
> > residuals in the context of endogenous switching regression model? If 
> > yes, would you please help me how can I use the residuals for each 
> > regime?
> >
> >  Any help will be appreciated.
> >
> >  Menale
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