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Re: st: fractional probit


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: fractional probit
Date   Thu, 26 Aug 2010 10:35:13 -0400

See
 http://www.stata.com/meeting/snasug08/abstracts.html#wooldridge

On Wed, Aug 25, 2010 at 9:44 PM, Arina Viseth <arina@udel.edu> wrote:
> 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-FractionalResponse.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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