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st: Question to reprob: rho and LR


From   [email protected]
To   [email protected]
Subject   st: Question to reprob: rho and LR
Date   Mon, 3 Jan 2005 21:15:04 +0100

Dear Guillaume,

I would like to pose two easy interpretation questions concerning the output produced by reoprob ( just to be on the safe side):

1) is the RHO reported the same in construction like the rho of the xtprobit command ?
( i.e. the proportion of variance explained by the panel-level variance?)

2) Does the LR-test compare a base model consisting of a constant only with the full model ?

And maybe a last question: to your knowledge, is there a restriction for reoprob with regards to the number of observation or time periods, so that the numerical approximation method might not be feasible any more ?

Thanks a lot in advance and I wish you a happy new year !!!!!

Justina




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