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st: How to estimate random effects for all units after xtprobit


From   Xiaoheng Zhang <[email protected]>
To   [email protected]
Subject   st: How to estimate random effects for all units after xtprobit
Date   Mon, 11 Jun 2007 15:49:57 +0100

Dear viewers,

I have a random-effect probit model and would like to estimate all random
effects c_i(s). These c_i(s) will be used in later steps.

Here is the random-effect probit model in a concise version:
P(y_it=1)=Phi(x_it*beta+c_i)

What I need are c_i(s), and then I will estimate model with c_i(s) as dependent
variables.

Could anyone help me or tell me if it is possible in Stata? Thank you in
advance.



Greetings,

Xiaoheng Zhang(Kevin)




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