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Re: st: RE: fractional probit


From   Arina Viseth <arina@UDel.Edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: fractional probit
Date   Thu, 26 Aug 2010 11:50:06 -0400 (EDT)

Thank you very much Austin. 


Arina

---- Original message ----
>Date: Thu, 26 Aug 2010 11:40:16 -0400
>From: owner-statalist@hsphsun2.harvard.edu (on behalf of Austin Nichols <austinnichols@gmail.com>)
>Subject: Re: st: RE: fractional probit  
>To: statalist@hsphsun2.harvard.edu
>
>Arina Viseth <arina@udel.edu> :
>As I said, I don't think you can use -fmlogit- with endog variables;
>use Wooldridge's approach instead:
> http://www.stata.com/meeting/snasug08/abstracts.html#wooldridge
>
>On Thu, Aug 26, 2010 at 11:25 AM, Arina Viseth <arina@udel.edu> wrote:
>> Dear Martin, Austin,
>>
>> Thank you very much for your answers and comments. How should I then apply fmlogit when one explanatory variable is endogeneous - Could you please help?
>>
>> Thank you very much again,
>>
>> Arina
>>
>> ---- Original message ----
>>>Date: Thu, 26 Aug 2010 10:59:33 -0400
>>>From: owner-statalist@hsphsun2.harvard.edu (on behalf of Austin Nichols <austinnichols@gmail.com>)
>>>Subject: Re: st: RE: fractional probit
>>>To: statalist@hsphsun2.harvard.edu
>>>
>>>Martin Weiss <martin.weiss1@gmx.de>:
>>>
>>>Or Maarten, really:  I think I understand what -fmlogit- is doing now, and
>>>the description as given is a lot better than my reading of it.
>>>
>>>I guess it would be hard to extend this approach to a panel setting
>>>esp. with IV ;
>>>in such cases one seems to be stuck estimating L-1 equations using
>>>Wooldridge's approach separately for all but one of the proportions.
>>>
>>>On Thu, Aug 26, 2010 at 10:39 AM, Austin Nichols
>>><austinnichols@gmail.com> wrote:
>>>> Martin Weiss <martin.weiss1@gmx.de>:
>>>>
>>>> That says
>>>> "fractional multinomial logit model"
>>>> which is not the same thing--
>>>> also I do not understand
>>>> "It is a
>>>>      multivariate generalization of the fractional logit model"
>>>> --is that supposed to read:
>>>> "It is a generalization of the fractional logit model
>>>> for polychotomous outcome variables" or somesuch?
>>>>
>>>>
>>>> On Thu, Aug 26, 2010 at 3:09 AM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>>>>>
>>>>> <>
>>>>>
>>>>>
>>>>> 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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