XTPDYN: Stata module to estimate dynamic random effects probit model with unobserved heterogeneity

Raffaele Grotti and Giorgio Cutuli ()
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Giorgio Cutuli: University of Trento

Statistical Software Components from Boston College Department of Economics

Abstract: xtpdyn fits dynamic random-effects probit models (meprobit and xtprobit) with unobserved heterogeneity. It implements Wooldridge simple solution to the initial condition problem (2005) in the alternative proposed by Rabe-Hesketh and Skrondal (2013). The command also comes with the post-estimation command ‘probat’ that calculates transition probabilities and other statistics.

Language: Stata
Requires: Stata version 13
Keywords: dynamic model; probit; random effects; meprobit; xtprobit (search for similar items in EconPapers)
Date: 2018-03-03, Revised 2018-09-02
Note: This module may be installed from within Stata by typing "ssc install xtpdyn". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). 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/x/xtpdyn.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/x/xtpdyn.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/probat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/p/probat.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/p/poverty.dta sample data file (application/x-stata)

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