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

Author

Listed:
  • Raffaele Grotti

    (Economic and Social Research Institute, Dublin)

  • Giorgio Cutuli

    (University of Trento)

Programming Language

Stata

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.

Suggested Citation

  • Raffaele Grotti & Giorgio Cutuli, 2018. "XTPDYN: Stata module to estimate dynamic random effects probit model with unobserved heterogeneity," Statistical Software Components S458465, Boston College Department of Economics, revised 02 Sep 2018.
    • Handle: RePEc:boc:bocode:s458465
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtpdyn.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/x/xtpdyn.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/probat.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/probat.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/p/poverty.dta
    File Function: sample data file
    Download Restriction: no
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