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AEXTLOGIT: Stata module to compute average elasticities for fixed effects logit

João Santos Silva ()

Statistical Software Components from Boston College Department of Economics

Abstract: aextlogit is a wrapper for xtlogit which estimates the fixed effects logit and reports estimates of the average (semi-) elasticities of Pr(y=1|x,u) with respect to the regressors, and the corresponding standard errors and t-statistics. The method used to compute the (semi-) elasticities was first described by Kitazawa (2012, "Hyperbolic transformation and average elasticity in the framework of the fixed effects logit model," Theoretical Economics Letters, 2, 192-199.).

Language: Stata
Requires: Stata version 11
Keywords: logit; xtlogit; elasticity; fixed effects logit (search for similar items in EconPapers)
Date: 2016-10-21
Note: This module should be installed from within Stata by typing "ssc install aextlogit". Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/a/aextlogit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/aextlogit.sthlp help file (text/plain)

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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:s458254

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Handle: RePEc:boc:bocode:s458254