Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: Probit analysis with panel data and endogeneous explicative variables


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Probit analysis with panel data and endogeneous explicative variables
Date   Sat, 4 Mar 2006 16:55:12 -0500

The two-stage regression you describe is certainly not the right way
to go, and there are general problems with running a probit with fixed
effects in panels (search for "incidental parameters" on google.com,
and see e.g. http://www.msu.edu/~ec/faculty/wooldridge/current%20research/panel4r9.pdf),
much less with endogenous explanatory variables.

But it looks like you should be using survival analysis, anyway, where
the transition from the status of temporary to long-term employee
would be the "failure" modeled.  See -help st- for more info.

On 3/3/06, Elena Giarda <elena.giarda@prometeia.it> wrote:
> I have a very large data-set of individual earnings, with a panel data
> structure, covering the period 1985-2004. I would like to estimate the
> probabilities of transition from the status of temporary to long-term
> employee.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index