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From | "David Roodman (droodman@cgdev.org)" <DRoodman@cgdev.org> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: statalist-digest V4 #4681 |
Date | Thu, 25 Oct 2012 14:16:42 +0000 |
Kirk, In principle, you can do fixed effects in cmp by putting in group dummies. I think the only limitation would be if you have so many groups that the dummies overload cmp. Also, cmp now does random effects too. --David -----Original Message----- Date: Wed, 24 Oct 2012 10:15:36 -0400 From: Kirk Geale <kirkgeale@gmail.com> Subject: st: Accounting for panel nature in a mixed process IV model? Hi, I have a model with first stage that is an ordered probit, and a second stage that is a probit. For this I would use a routine like - -cmp-. This allows me to use mixed dependant data types as well as IV's. But this data also has a panel structure. I can use something like the linear -xtivreg-, but then I cannot take into account the mixed processes that are present. As far as I am aware, there is no routine that allows for mixed processes, IV's, and fixed effects. I was thinking about centering the relevant variables before using - -cmp-, but does de-meaning only apply to linear fixed effects? Any other thoughts on how I can incorporate the full suite of mixed data types, fixed effects, and IV's? As a side note, can one de-mean variables in an ordinary nonparametric kernel regression to take into account of the panel nature of data? Thanks, Kirk Geale - -- Kirk Geale M.Sc. Economics kirkgeale@gmail.com LinkedIn * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/