I cannot advise on this kind of model or
how to implement it, but in the first
instance the problem may be one of
Stata syntax.
As the error message shows, -xtprobit- is
expecting a matrix here. Your -orgmb0- (or
your -Orgmb0-) is a variable, not a matrix.
In general, it helps enormously to see
the _exact_ command syntax used (including
exact spelling).
Nick
[email protected]
[email protected]
> I am applying to the British Household Panel Survey data set
> a variant of
> Vella and Verbeek's dynamic model of unionism and wage rate
> determination
> employed in "Whose Wages Do Unions Raise? A Dynamic Model of
> Unionism and
> Wage Determination for Young Men", Journal of Applied
> Econometrics, 1998.
> To deal with the initial conditions problem I am following J
> Wooldridge's
> solution given in "Simple Solutions to the Initial Conditions
> Problem in
> Dynamic, Nonlinear Panel Data Models with Unobserved
> Heterogeneity", Journal
> of Applied Econometrics, 20, pp.20-39 (2005).
> I have attempted to implement this approach (for the reduced
> form union
> membership determination equation);in the model provided
> below new_orgmb0
> (eg unioni0 in Wooldridge's example) in other words the
> initial value of
> trade union membership is not included.
> This is because I have not really been able to figure out how
> to specify the
> entry into the Initial values box in Stata 8.2 under the maximisation
> options heading. The way I attempted to deal with it
> practically was to
> multiply the union membership (indicator variable) by a time
> dummy eg say
> Orgmb0=new_orgmb*T97 (where T97 is a dummy variable taking a
> value of one if
> year=1997 eg the initial annum in my data set) and then
> insert Orgmb0 in the
> box for Initial values(max options) so that the simple
> xtprobit command
> below would end with re from(orgmb0).
> This apparently does not work since I get:
> from(): matrix orgmb0 not found
>
> r(111)
>
> ==============================================================
> =========
>
> T=97,98,99,00,01,02; TO=97,T1=98...,T5=02
>
>
> ==============================================================
> ==========
> tsset pid year, yearly
> panel variable: pid, 10016848 to 77605489
> time variable: year, . to 0102, but with gaps
> xtprobit new_orgmb new_orgmblag logexper married married1
> married2 married3
> married4 married5 female black asian otherethnic
> lonsoutheast scotland
> wales northwest northeast midlands uniqual vocqual alevels hlstatdum
> hlstatdum1 hlstatdum2 hlstatdum3 hlstatdum4 hlstatdum5 ftemp
> ftemp1 ftemp2
> ftemp3 ftemp4 ftemp5 agforfish exctmanu meteng manuind
> constr distr tancom
> banfin othesevsic profocc assproftech clersec craft perpro
> plantmach otheocc
> T98 T99 T00 T01 T02, re
> ==============================================================
> ===========
>
> Would be most grateful if you could please help me with this.
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