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From | Austin Nichols <austinnichols@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: RE: fractional probit |
Date | Thu, 26 Aug 2010 10:39:09 -0400 |
Martin Weiss <martin.weiss1@gmx.de>: 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 <martin.weiss1@gmx.de> wrote: > > <> > > > Maarten has published a command for fractional logit at -ssc d fmlogit-... > > > HTH > Martin > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Arina Viseth > Sent: Donnerstag, 26. August 2010 03:44 > To: statalist@hsphsun2.harvard.edu > 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 * * 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/