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| From | Austin Nichols <austinnichols@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: fractional probit |
| Date | Thu, 26 Aug 2010 10:35:13 -0400 |
See http://www.stata.com/meeting/snasug08/abstracts.html#wooldridge On Wed, Aug 25, 2010 at 9:44 PM, Arina Viseth <arina@udel.edu> wrote: > Dear Statalist, > > I am currently trying to apply the fractional probit model, as in Papke and Wooldridge (2008). > http://pages.stern.nyu.edu/~wgreene/Econometrics/Papke-Wooldridge-FractionalResponse.pdf > > My understanding is that, in order to control for unobserved heterogeneity, time average of the independent variables are added to the regression, such as for example: > > Yit = X1it + X2it + X3it + Cit + timeaverageof X1 + timeaverageof X2 > > with > Y dependent variable > X1 and X2 endogenous independent variables > X3 exogenous independent variable > C vector of dummy variables > > I am looking for the STATA command for the fractional probit, is it the following: glm y x1 x2 c ex1 ex2, family(binomial) link(probit) robust? (with ex1 time average of X1, and ex2, time average of X2) > > Your comments will be very much appreciated. In advance, thank you very much for your kind help. > > Arina > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/