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st: RE: fractional probit


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: fractional probit
Date   Thu, 26 Aug 2010 09:09:15 +0200

<>


Maarten has published a command for fractional logit at -ssc d fmlogit-...


HTH
Martin

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Arina Viseth
Sent: Donnerstag, 26. August 2010 03:44
To: statalist@hsphsun2.harvard.edu
Subject: st: fractional probit

Dear Statalist,

I am currently trying to apply the fractional probit model,  as in Papke and
Wooldridge (2008). 
http://pages.stern.nyu.edu/~wgreene/Econometrics/Papke-Wooldridge-Fractional
Response.pdf

My understanding is that, in order to control for unobserved heterogeneity,
time average of the independent variables are added to the regression, such
as for example:

Yit = X1it + X2it + X3it + Cit + timeaverageof X1 + timeaverageof X2 

with
Y dependent variable
X1 and X2 endogenous independent variables
X3 exogenous independent variable
C vector of dummy variables

I am looking for the STATA command for the fractional probit, is it the
following: glm y x1 x2 c ex1 ex2, family(binomial) link(probit) robust?
(with ex1 time average of X1, and ex2, time average of X2)

Your comments will be very much appreciated. In advance, thank you very much
for your kind help.

Arina
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