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From | "Carolina Herrera" <cherrera@thecenter.ucsf.edu> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Probit Fe question |
Date | Sun, 3 Oct 2010 01:12:13 -0700 |
Hi everyone, I've been digging around the web and my econometric texts looking for a consistent set of answers on how to estimate a fixed-effect probit. I've reviewed Greene(2004), Wooldridge (2005 & the panel data text book), half a dozen journal articles, and Statalist. What I could not find was (1) agreement on the current "best method" for addressing the incidental parameters problem (2) code to implement either the Heckman "zig-zag" solution or to implement another solution without much programming (3) a stata example where someone performs a fixed effecs probit and explains their interpretation. I realize that this a lot to ask of the list participants, but has anyone addressed these questions for a class or paper, and would they be willing to share their opinions/code/examples? If you've already done so and I missed it during my perusal of the archives, I apologize in advance. thanks for your time, Carolina Carolina Herrera, MA The Center for the Health Professions University of California, San Francisco * * 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/