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Re: st: xtprobit with population-averaged


From   "Austin Nichols" <[email protected]>
To   [email protected]
Subject   Re: st: xtprobit with population-averaged
Date   Tue, 12 Dec 2006 18:23:55 -0500

Claude--
I'm sure someone can, but it is a tall order.  Consider that an
augmented RE probit regression gives average effects for the
time-varying variables in an underlying FE model in this paper (see pp
21-24):

Wooldridge
"Simple Solutions To The Initial Conditions Problem In Dynamic,
Nonlinear Panel Data Models With Unobserved Heterogeneity"
http://cemmap.ifs.org.uk/wps/cwp0218.pdf

On 12/12/06, Claude Francoeur <[email protected]> wrote:
Hello,

Can anyone explain intuitively  the difference between the random-effects
and the population-averaged xtprobit models and when each should be used?
And why the fixed-effects model is not appropriate with xtprobit?

Thank you in advance,

Claude
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