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st: using "fixed effects" in -heckprob-


From   Radu Ban <[email protected]>
To   [email protected]
Subject   st: using "fixed effects" in -heckprob-
Date   Tue, 7 Feb 2006 17:24:31 -0500

Dear Listers,

I'm running a probit model with selection, on a household level
dataset, and I would like to control for unobserved heterogeneity at
village level. The best I can think of is using the xi command

xi: heckprob y x1 x2, select(see_y = x1 x2 x3 x4 i.villageid)

However, this command takes forever to execute because there are 500+
villages in the dataset. Is there an easier way around this?

Thanks so much,
Radu

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