Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Endogenous switching regression model


From   "Zhuo Chen" <zchen1975@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Endogenous switching regression model
Date   Fri, 10 Dec 2004 14:37:26 -0500

1) is that movestay that can do what you want? I guess it should be able to handle the fixed effects by using xi commands.
2) The tobit residual probably shouldn't be used in the switching regression. The switching regression is based on the conditional expectations. I see no way you can find tobit residual in the conditional expectation expressions (or they are the same for the respective regimes?).
----- Original Message ----- From: "Marcello Pagano" <pagano@hsph.harvard.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, December 10, 2004 2:17 PM
Subject: st: Endogenous switching regression model



Posting this for Menale:

menale kassie wrote:

<>

I have a couple of questions.

1) I want to use fixed effects estimations in the second stage. At the same time I want to apply the full information MLE. Is there a stata command that can accommodate this?

2) Recently Wooldridge in his book (econometric analysis of cross section and panel data) proposed to use Tobit residuals as selection correction instead of inverse mills ratio. Is it possible to use Tobit residuals in the context of endogenous switching regression model? If yes, would you please help me how can I use the residuals for each regime?

Any help will be appreciated.

Menale

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index