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st: random effects on bibrobit


From   "Stephen P. Jenkins" <stephenj@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: random effects on bibrobit
Date   Fri, 26 Jun 2009 09:20:34 +0100

------------------------------

Date: Thu, 25 Jun 2009 11:16:08 +0300
From: dimitris souftas <souftronic@hotmail.com>
Subject: st: random effects on bibrobit

Dear all,

       I'm using a first order markov model, on panel data, to model
poverty transitions and control for the initial conditions problem. In
stata I use a biprobit model and I would like to control for
unobserved heterogeneity. I have thought of using random effects or
creating a variable that would capture the time invariant unobservable
individual specific effects. However it appears neither of the options
are possible in stata. Do you know any way I could control for that?

Dimitris Souftas
===============================

You can do supplement "standard" multivariate probit models to account
for "endogenous selection" processes (such as initial conditions).
Have a look at examples in :

SP Jenkins and L Cappellari, "Calculation of multivariate normal
probabilities by simulation, with applications to maximum simulated
likelihood estimation". The Stata Journal, 6 (2), June 2006, 156-189.
Pre-print (Working paper ) version available from ISER website

Some shameless advertising: for applications closely related to the
one you mention, have a look at 
some other Jenkins and Cappellari papers:

"Modelling low income transitions", Journal of Applied Econometrics,
19(5), September/October 2004, 593-610 

"Estimating low pay transition probabilities accounting for endogenous
selection mechanisms", Journal of  the Royal Statistical Society,
Series C (Applied Statistics) 57 (2), 2008, 165-186

"Transitions between low pay and unemployment", Chapter 8, pp. 57-79,
in S. Polachek and Konstantinos Tatsiramos (eds), Research in Labor
Economics, Volume 28, Elsevier, Amsterdam, 2008

Stephen
-------------------------------------------------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Director, Institute for Social and Economic Research
University of Essex, Colchester CO4 3SQ, U.K.
Tel: +44 1206 873374.  Fax: +44 1206 873151.
http://www.iser.essex.ac.uk  
Survival Analysis using Stata:
http://www.iser.essex.ac.uk/iser/teaching/module-ec968
Downloadable papers and software: http://ideas.repec.org/e/pje7.html

Learn about the UK's new household panel survey, "Understanding
Society": http://www.understandingsociety.org.uk/



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