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XTPROBITUNBAL: Stata module to estimate Dynamic Probit Random Effects Models with Unbalanced Panels

Pedro Albarran (), Raquel Carrasco and Jesus Carro ()
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Pedro Albarran: Universidad de Alicante

Statistical Software Components from Boston College Department of Economics

Abstract: This package contains the xtprobitunbal command that implements method discussed in Albarran et al. (2019) to estimate dynamic probit correlated random effects models with unbalanced panels. A correlated random effect model is estimated for each subpanel and then the common parameters are estimated by minimum distance. This method is asymptotically equivalent to the Maximum Likelihood (ML) estimator, but reduces its computational burden. An additional command, mgf_unbal, is also included. When run after the main estimation command, xtprobitunbal, it computes the marginal effect of an explanatory variable in the model.

Language: Stata
Requires: Stata version 13
Keywords: dynamic probit; random effects; unbalanced panel (search for similar items in EconPapers)
Date: 2020-03-27, Revised 2020-04-09
Note: This module should be installed from within Stata by typing "ssc install xtprobitunbal". The module is made available under terms of the GPL v3 ( Windows users should not attempt to download these files with a web browser.
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