<>
" From that I gather that there is not much hope that such a model
can ever be estimated regardless of software."
Are you implying, then, that the two references in http://www.stata.com/statalist/archive/2005-04/msg00112.html cannot be implemented in Stata?
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected] [mailto:[email protected]] Im Auftrag von Maarten buis
Gesendet: Montag, 1. Februar 2010 16:22
An: [email protected]
Betreff: Re: st: Sample selection in fixed effects model
--- On Mon, 1/2/10, mw N. van Horen wrote:
> Does anyone know whether a user-written program is
> currently available in stata to estimate a sample selection
> model for panel data (using fixed effects). There was some
> discussion on the subject in http://www.stata.com/statalist/archive/2005-04/msg00112.html
> from which I understand it was not implemented in 2005. Does
> anyone know whether this has changed? Or is anyone familiar
> with a program written in another statistical package
> (matlab, gauss etc).
>From that post I read that the problem is that there is no such
thing as a fixed effects probit. That is still the case, as you
can read in the help file -xtprobit-:
"There is no command for a conditional fixed-effects model,
as there does not exist a sufficient statistic allowing
the fixed effects to be conditioned out of thelikelihood.
Unconditional fixed-effects probit models may be fit with
probit command with indicator variables for the panels.
However, unconditional fixed-effects estimates are biased."
>From that I gather that there is not much hope that such a model
can ever be estimated regardless of software.
Sorry,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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