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

st: RE: xtabond for logit models?

From   "Rodrigo Alfaro A." <>
To   <>
Subject   st: RE: xtabond for logit models?
Date   Mon, 31 Mar 2008 10:15:14 -0400


There are material in non-linear dynamic panels (logit or probit). You
could search Hahn and Kuersteiner or Hahn and Newey on the topic. As far
I know there is not code in Stata for this. 

If you have large T maybe you could compute sort of Conditional Logit
with lagged dependent variable. With the standard large n but small T,
you could use GMM method which requires to compute the appropiate moment


-----Mensaje original-----
[] En nombre de Margit
Enviado el: Lunes, 31 de Marzo de 2008 05:44 a.m.
Asunto: st: xtabond for logit models?

Dear Stata-listers,

I am using unbalanced panel data (large N, small t) to estimate fixed
effects models. I would like to include the lagged dependent variable in
the equation, and I am also using some other (exogeneous) predictors.
Some of my dependent variables are linear, others are binary.
I am aware that inclusion of the lagged dependent variable introduces
endogeneity problems. Therefore, I used xtabond for the linear models to
correct for this endogeneity. However, as far as I know there is no such
fix for logit models. I was wondering whether anyone might be aware of a
similar procedure for logit fixed effects models?

Many thanks in advance,

Kind regards,

Margit Averdijk

Watch "Cause Effect," a show about real people making a real difference.
Learn more.
*   For searches and help try:

ADVERTENCIA: La  información  contenida  en  esta  transmisión, y  en  cualquier archivo  adjunto, está  sujeta a reserva legal conforme a la normativa aplicable  al  Banco  Central  de  Chile, y  no  puede  ser usada o difundida  por personas distintas  de  su o sus destinatarios. Si usted ha recibido esta transmisión por error,  por  favor  notifique  inmediatamente al remitente respondiendo por este mismo medio y elimínela de su sistema.
El  Banco Central de Chile no se hará responsable de la exactitud y veracidad de la información contenida en este mensaje, así  como  de su  modificación, copia, divulgación  o  reenvío,  total  o  parcial.   Su  uso  no  autorizado puede ser sancionado de conformidad con las leyes chilenas. 
El  Banco  Central  de  Chile  transmite  sus decisiones a través de comunicados oficiales, los  que  pone  a  disposición  del público en su página de Internet: 

DISCLAIMER: The information  contained  in  this  email or any attached file, is subject to legal  privilege  pursuant  to the laws and regulations applicable to the Central  Bank  of  Chile , and may not be used or disseminated by any person other  than  its  intended recipients. If you have received this transmission in error, please  notify  the sender immediately by reply to this email address and delete it from your system.
The Central Bank  of  Chile shall not be liable for the accuracy or authenticity of the contents of this message, whether amended, copied, forwarded or disclosed in  any  form, in  whole  or  in part.  Please note that unauthorized use may be penalized  in  conformity  with  the  Chilean law.    
The Central  Bank of Chile communicates its decisions by  official releases, and 
makes them available to the public in its WebPages:

*   For searches and help try:

© Copyright 1996–2019 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index