Dear Listers,
I'm running a probit model with selection, on a household level
dataset, and I would like to control for unobserved heterogeneity at
village level. The best I can think of is using the xi command
xi: heckprob y x1 x2, select(see_y = x1 x2 x3 x4 i.villageid)
However, this command takes forever to execute because there are 500+
villages in the dataset. Is there an easier way around this?
Thanks so much,
Radu
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