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st: Some questions on probit for panel data

From   Andrea Molinari <>
To   Statalist <>
Subject   st: Some questions on probit for panel data
Date   Wed, 21 Apr 2010 12:50:12 -0300

Dear Statalisters,

I estimated a probit with a panel of 10 countries and 14 years with
the -pa- option of -xtprobit- (the command I=B4m using is -xtprobit
depvar explvars, pa corr(ar1) robust force-). I have three questions:

1. When I then ran the post-estimation results (to have the marginal
effects, command -mfx-), I get different P-values and some of the
become non-significant (when they were significant in the original
results). Does anyone know what this might be indicating? I found it
strange that an
coefficient changes its significance when the marginal effects are
calculated, but perhaps I=B4m missing some theoretical argument

2. I also had problems with the convergence in some of the
specifications used, are there any ways of changing the iteration
method when estimating a
probit model?

3. Finally, when it comes to probit-panel, what model (and what
command) would you suggest me to estimate, especially if I want to
capture the
individual effects in the error term?

Any help to either of the three questions would be much appreciated!


Andrea Molinari, PhD
PhD in Economics
University of Sussex
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