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st: RE: Fixed effects after xtprobit


From   "Benjamin Villena Roldan" <bvillena@troi.cc.rochester.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Fixed effects after xtprobit
Date   Wed, 24 Sep 2008 13:02:31 -0400

Hi Shehzad, 
Perform fixed effects probit estimation is much more complicated than it is
its logit analog, especially if your panel has a long time dimension. To see
a discussion of these issues, see Wooldridge "Econometric analysis of Cross
Section and Panel Data, MIT Press 2002". You could also look at Greene's
book, but my edition is too old to give you a more exact reference.

Benjamin

-----Mensaje original-----
De: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de C.T.Shehzad
Enviado el: Wednesday, September 24, 2008 12:15 PM
Para: statalist@hsphsun2.harvard.edu
Asunto: st: Fixed effects after xtprobit

Dear statalisters:

I just wanted to ask why fixed effect model cannot be used with xtprobit 
while I can do fixed effect with xtlogit. Is there any econometric issue 
(which I cannot out at the moment) or its a software limitation?

Best regards,

Shehzad

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