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xtpdyn: A community-contributed command for fitting dynamic random-effects probit models with unobserved heterogeneity


  • Raffaele Grotti

    () (European University Institute)

  • Giorgio Cutuli

    () (University of Trento)


Dynamic random-effects probit models are increasingly applied in many disciplines to study dynamics of persistence in dichotomous outcomes. Despite the increasing popularity of these models, an estimation command for them does not exist yet. In this article, we present the xtpdyn command, which implements the model as proposed by Rabe-Hesketh and Skrondal (2013, Economics Letters 120: 346–349). We also present probat, a postestimation command that provides estimates of transition rates and a set of associated statistics.

Suggested Citation

  • Raffaele Grotti & Giorgio Cutuli, 2018. "xtpdyn: A community-contributed command for fitting dynamic random-effects probit models with unobserved heterogeneity," Stata Journal, StataCorp LP, vol. 18(4), pages 844-862, December.
  • Handle: RePEc:tsj:stataj:v:18:y:2018:i:4:p:844-862
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    Cited by:

    1. Paige Clayton & Maryann Feldman & Benjamin Montmartin, 2019. "Funding Emerging Ecosystems," GREDEG Working Papers 2019-25, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    2. Dula Etana & Denyse J. R. M. Snelder & Cornelia F. A. van Wesenbeeck & Tjard de Cock Buning, 2020. "Dynamics of Smallholder Farmers’ Livelihood Adaptation Decision-Making in Central Ethiopia," Sustainability, MDPI, Open Access Journal, vol. 12(11), pages 1-26, June.
    3. Dragana Radicic & Jonathan Pinto, 2019. "Collaboration with External Organizations and Technological Innovations: Evidence from Spanish Manufacturing Firms," Sustainability, MDPI, Open Access Journal, vol. 11(9), pages 1-31, April.


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