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st: AW: Some questions on probit for panel data


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Some questions on probit for panel data
Date   Wed, 21 Apr 2010 18:00:47 +0200

<> 



As for 1., have you perused this thread:
http://www.stata.com/statalist/archive/2008-10/msg01113.html ?



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Andrea Molinari
Gesendet: Mittwoch, 21. April 2010 17:50
An: Statalist
Betreff: st: Some questions on probit for panel data

Dear Statalisters,

I estimated a probit with a panel of 10 countries and 14 years with
the -pa- option of -xtprobit- (the command I=B4m using is -xtprobit
depvar explvars, pa corr(ar1) robust force-). I have three questions:

1. When I then ran the post-estimation results (to have the marginal
effects, command -mfx-), I get different P-values and some of the
variables
become non-significant (when they were significant in the original
results). Does anyone know what this might be indicating? I found it
strange that an
coefficient changes its significance when the marginal effects are
calculated, but perhaps I=B4m missing some theoretical argument
here...

2. I also had problems with the convergence in some of the
specifications used, are there any ways of changing the iteration
method when estimating a
probit model?

3. Finally, when it comes to probit-panel, what model (and what
command) would you suggest me to estimate, especially if I want to
capture the
individual effects in the error term?

Any help to either of the three questions would be much appreciated!

Best,
Andrea

--
Andrea Molinari, PhD
PhD in Economics
University of Sussex
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