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Re: st: BTSCS ad-on for xtprobit?
As someone who has btscs installed, I'm not even sure it will do what you
want. Here is the description from the help file:
***
btscs allows the user to easily compute the length of non-eventful
binary spells (i.e., the length of the sequence of zeros that precede the
current observation). For first events, the variable generated will
equal 0.
btscs can also produce the set of natural cubic spline and/or temporal
dummy variables associated with non-eventful binary spells -- variables
that can be used to account for duration dependence in a regression
(Beck, Katz, and Tucker 1998).
btscs provides users with the option to generate several additional
variables useful for BTSCS logit analysis (i.e., first failure marker,
number of previous failures counter, and a time until failure counter).
***
Many of these variables are now easibly computable within stata (i.e.,
with stset), so perhaps you won't need it after all.
Incidentally, as someone who has written a couple of ado programs, I
looked at ssc to try to figure out how to upload them, but to no avail. Is
there a submission guideline for programs that I missed?
Thanks.
On Thu, 1 Feb 2007, Richard Williams wrote:
Date: Thu, 01 Feb 2007 13:26:04 -0500
From: Richard Williams <[email protected]>
Reply-To: [email protected]
To: [email protected], [email protected]
Subject: Re: st: BTSCS ad-on for xtprobit?
At 12:34 PM 2/1/2007, Jason Yackee wrote:
Dear all,
a statistician friend of mine was describing certain well-known problems
with the -xtprobit- and -xtlogit- routines when panels are long.
Stata's -xt- manual discusses this as well, having to do with the
quadrature method used to implement the random-effects estimator. My
friend provided a "fix" using lowess techniques, and also mentioned a
different user-written ad-on with the file name "btscs" that he said was
difficult to find. Indeed, -findit- finds no trace. Does anyone have
access to the btscs program?
This question has come up before:
http://www.stata.com/statalist/archive/2006-08/msg00166.html
I suggest you email the person who claims he got a copy of it.
As a sidelight, I wish people would either put their stuff on SSC, or else
register their sites so -findit- could locate their routines.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
FAX: (574)288-4373
HOME: (574)289-5227
EMAIL: [email protected]
WWW (personal): http://www.nd.edu/~rwilliam
WWW (department): http://www.nd.edu/~soc
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- Fred
Note updated contact info (from August 01, 2005 to August 01, 2007):
Frederick J. Boehmke
Associate Professor of Political Science
University of Iowa (on leave)
[email protected]
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