Hi Claude,
Yes, there is. Use xtprobit, re or xtlogit, fe.
A very accessible introduction into the estimation procedure can be
found in Verbeek (2000).
Marijke
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Claude
Francoeur
Sent: donderdag 7 december 2006 21:36
To: [email protected]
Subject: st: Panel regression using a binary dependent variable
Hello,
Our model contains a dichotomic dependent variable. Our data is
organized in
a panel (100 firms over 5 years). One of our revisors recommends a panel
regression instead of the OLS that we did. We had used EViews to do our
regressions. EViews does not permit panel regressions with fixed or
random
effects in a binary model. I own Stata 9 and I am in the process of
learning
how to use it. Is there anyway, with Stata, to do a panel regression
while
controlling for fixed or random effects, considering our binary
dependent
variable? Any other way to test the robustness of our results?
Thank you very much,
Claude
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