Hi,
I'm trying to run random effects probit in stata (with a lagged
dependent variable), and it gives me no std.errors or confidence
intervals for rho,sigma u and lnsig2u.My question is, I'm trying to
compare estimates of this model with another RE probit model with
similar missing values,and doing a test of the difference in the two
coefficient estimates.Would that test give me the right answer?Secondly,
how do I interpret these missing values?
Thanks,
Aparna
Aparna Mathur
Ph.D Candidate
Department of Economics
3115M Tydings Hall
University of Maryland,College Park
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