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Re: st: RE: fractional probit


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: RE: fractional probit
Date   Thu, 26 Aug 2010 10:39:09 -0400

Martin Weiss <[email protected]>:

That says
"fractional multinomial logit model"
which is not the same thing--
also I do not understand
"It is a
      multivariate generalization of the fractional logit model"
--is that supposed to read:
"It is a generalization of the fractional logit model
for polychotomous outcome variables" or somesuch?


On Thu, Aug 26, 2010 at 3:09 AM, Martin Weiss <[email protected]> wrote:
>
> <>
>
>
> Maarten has published a command for fractional logit at -ssc d fmlogit-...
>
>
> HTH
> Martin
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Arina Viseth
> Sent: Donnerstag, 26. August 2010 03:44
> To: [email protected]
> Subject: st: fractional probit
>
> 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-Fractional
> Response.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

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