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

Author

Listed:
  • Pedro Albarran

    () (Universidad de Alicante)

  • Raquel Carrasco

    () (Universidad Carlos III de Madrid)

  • Jesus M. Carro

    () (Universidad Carlos III de Madrid)

Programming Language

Stata

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.

Suggested Citation

  • Pedro Albarran & Raquel Carrasco & Jesus M. Carro, 2020. "XTPROBITUNBAL: Stata module to estimate Dynamic Probit Random Effects Models with Unbalanced Panels," Statistical Software Components S458748, Boston College Department of Economics, revised 09 Apr 2020.
  • Handle: RePEc:boc:bocode:s458748
    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 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

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    File URL: http://fmwww.bc.edu/repec/bocode/x/xtprobitunbal.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/x/xtprobitunbal.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/mgf_unbal.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/m/mgf_unbal.sthlp
    File Function: help file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/e/exportunbal.do
    File Function: sample file
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/e/exportunbal.dta
    File Function: sample data file
    Download Restriction: no

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