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st: xtprobit vs probit


From   [email protected]
To   [email protected]
Subject   st: xtprobit vs probit
Date   Tue, 23 Aug 2005 17:48:34 +0100 (WEST)

Dear statalist users,
I know this is probably a question which would be easily answered if I had
worked with panel data before but, since it is the first time I�m trying
to work with xtprobit, I�m not really sure how to read the following
output (see below). Since the Likelihood-ratio test of rho=0 does not
reject the inexistence of unoberserved individual level heterogeneity,
should I just use probit instead of xtprobit? If not, how to I test for
fixed vs random effects? xtprobit is for random effects only. Should I use
xtlogit, fe and xtlogit, re and then use hausman?

. xtprobit d3 vargap divida varg_primaria, re nolog

Random-effects probit regression                Number of obs      =      
376
Group variable (i): id                          Number of groups   =      
 14

Random effects u_i ~ Gaussian                   Obs per group: min =      
 15
                                                               avg =     
26.9
                                                               max =      
 34

                                                Wald chi2(3)       =    
43.77
Log likelihood  = -82.971132                    Prob > chi2        =   
0.0000

------------------------------------------------------------------------------
          d3 |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+----------------------------------------------------------------
      vargap |  -.1911532   .0424292    -4.51   0.000    -.2743129  
-.1079936
      divida |   .0058737   .0038235     1.54   0.124    -.0016202   
.0133677
varg_prima~a |  -.4549667    .103455    -4.40   0.000    -.6577347  
-.2521986
       _cons |  -2.205895   .3058103    -7.21   0.000    -2.805272  
-1.606518
-------------+----------------------------------------------------------------
    /lnsig2u |        -14   349.3657                     -698.7443   
670.7443
-------------+----------------------------------------------------------------
     sigma_u |   .0009119   .1592902                      1.9e-152   
4.5e+145
         rho |   8.32e-07   .0002905                      3.5e-304        
  1
------------------------------------------------------------------------------
Likelihood-ratio test of rho=0: chibar2(01) =     0.00 Prob >= chibar2 =
1.000


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