Hi Shehzad,
Perform fixed effects probit estimation is much more complicated than it is
its logit analog, especially if your panel has a long time dimension. To see
a discussion of these issues, see Wooldridge "Econometric analysis of Cross
Section and Panel Data, MIT Press 2002". You could also look at Greene's
book, but my edition is too old to give you a more exact reference.
Benjamin
-----Mensaje original-----
De: [email protected]
[mailto:[email protected]] En nombre de C.T.Shehzad
Enviado el: Wednesday, September 24, 2008 12:15 PM
Para: [email protected]
Asunto: st: Fixed effects after xtprobit
Dear statalisters:
I just wanted to ask why fixed effect model cannot be used with xtprobit
while I can do fixed effect with xtlogit. Is there any econometric issue
(which I cannot out at the moment) or its a software limitation?
Best regards,
Shehzad
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