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bireprob: An estimator for bivariate random-effects probit models

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  • Alexander Plum

    (Otto von Guericke University Magdeburg)

Abstract

I present the bireprob command, which fits a bivariate random-effects probit model. bireprob enables a researcher to estimate two (seemingly unrelated) nonlinear processes and to control for interrelations between their unobservables. The estimator uses quasirandom numbers (Halton draws) and maximum simulated likelihood to estimate the correlation between the error terms of both processes. The application of bireprob is illustrated in two examples: the first one uses artificial data, and the second one uses real data. Finally, in a simulation, the per- formance of the estimator is tested and compared with the official Stata command xtprobit. Copyright 2016 by StataCorp LP.

Suggested Citation

  • Alexander Plum, 2016. "bireprob: An estimator for bivariate random-effects probit models," Stata Journal, StataCorp LP, vol. 16(1), pages 96-111, March.
    • Handle: RePEc:tsj:stataj:v:16:y:2016:i:1:p:96-111
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    Citations

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    Cited by:

    1. Plum, Alexander & Knies, Gundi, 2015. "Does neighbourhood unemployment affect the springboard effect of low pay?," ISER Working Paper Series 2015-20, Institute for Social and Economic Research.
    2. Carina Keldenich & Andreas Knabe, 2022. "Women’s Labor Market Responses to Their Partners’ Unemployment and Low-Pay Employment," Journal of Labor Research, Springer, vol. 43(1), pages 134-162, March.
    3. Gabriele Angori & David Aristei, 2020. "Heterogeneity and state dependence in firms’ access to credit: Microevidence from the euro area," SEEDS Working Papers 0220, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Feb 2020.
    4. Alexander Plum, 2018. "Stochastic Expected Utility for Binary Choice: New Representations," Working Papers 2018-08, Auckland University of Technology, Department of Economics.
    5. Catherine Y. Co & Thu Kim Nguyen & Tung Nhu Nguyen & Que Nguyet Tran, 2017. "The missing middle: Growing and strengthening Vietnam's micro, small, and medium-sized enterprises," WIDER Working Paper Series wp-2017-72, World Institute for Development Economic Research (UNU-WIDER).
    6. Alexander Plum & Gundi Knies, 2019. "Local unemployment changes the springboard effect of low pay: Evidence from England," PLOS ONE, Public Library of Science, vol. 14(11), pages 1-22, November.
    7. Co, Catherine Y. & Nguyen, Thu Kim & Nguyen, Tung Nhu & Tran, Que Nguyet, 2018. "The exporting and subcontracting decisions of Viet Nam's small- and medium-sized enterprises," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 449-466.
    8. Keldenich, Carina & Knabe, Andreas, 2018. "Labor Market Responses to Partners' Unemployment and Low-Pay Employment," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181558, Verein für Socialpolitik / German Economic Association.
    9. Wondimagegn Tesfaye & Gebrelibanos Gebremariam, 2020. "Consumption smoothing and price enhancement motives for grain storage: empirical perspectives from rural Ethiopia," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 8(1), pages 1-19, December.
    10. Victoria Maleeva & Majlinda Joxhe & Skerdilajda Zanaj, 2020. "Poverty in Russia: the Role of the Marital Status and Gender," DEM Discussion Paper Series 20-16, Department of Economics at the University of Luxembourg.
    11. Catherine Y. Co & Thu Kim Nguyen & Tung Nhu Nguyen & Que Nguyet Tran, 2017. "The missing middle: Growing and strengthening Vietnam’s micro, small, and medium-sized enterprises," WIDER Working Paper Series 072, World Institute for Development Economic Research (UNU-WIDER).

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