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st: RE: Panel regression using a binary dependent variable


From   "Verpoorten, Marijke" <[email protected]>
To   <[email protected]>
Subject   st: RE: Panel regression using a binary dependent variable
Date   Fri, 8 Dec 2006 10:31:49 +0100

Hi Claude,

Yes, there is. Use xtprobit, re or xtlogit, fe. 
A very accessible introduction into the estimation procedure can be
found in Verbeek (2000). 

Marijke

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Claude
Francoeur
Sent: donderdag 7 december 2006 21:36
To: [email protected]
Subject: st: Panel regression using a binary dependent variable

Hello,

Our model contains a dichotomic dependent variable. Our data is
organized in 
a panel (100 firms over 5 years). One of our revisors recommends a panel

regression instead of the OLS that we did. We had used EViews to do our 
regressions. EViews does not permit panel regressions with fixed or
random 
effects in a binary model. I own Stata 9 and I am in the process of
learning 
how to use it. Is there anyway, with Stata,  to do a panel regression
while 
controlling for fixed or random effects, considering our binary
dependent 
variable? Any other way to test the robustness of our results?

Thank you very much,

Claude 

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