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

st: dynamic panel logit


From   Stephen Knights <stephenknights@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: dynamic panel logit
Date   Thu, 30 Jun 2005 11:15:10 +0100

I am currently estimating several dynamic logits on binary dependent
variables using panel data, and was wondering if they can be done via Stata.

1. Heckman (1981) random effects logit models, estimated by Maximum
Likelihood, which control for initial conditions. [Should I understand
that these can be done using xtlogit, by implementing an approach
suggested by Jeff Wooldridge?]

2. Honore & Kyriazidou (2000) fixed effects logit models, estimated by
maximizing a Kernel function.
[references below]

Is anyone aware of such applications or user-created code?


Best wishes,
Stephen Knights



>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
Heckman, J. (1981). The Incidental Parameters Problem and the Problem
of Initial Condi-tions in Estimating a Duscrete Time-Discrete Data
Stochastic Process,. in ( C. Manski and D. McFadden, eds.), Structural
Analysis of Discrete Data with Econometric Applications, MIT Press.

Honore, B. and Kyriazidou, E. (2000). .Panel Data Discrete Choice
Models with Lagged Dependent Variables,.Econometrica, 68, pp.839-874.

*
*   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