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From | natasha agarwal <agarwana2@googlemail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Stata codes for average partial effects for correlated random effect probit model. |
Date | Fri, 21 Oct 2011 17:12:42 +0100 |
Dear All, I want to estimate a correlated random effect probit model given by Woolridge (2002). I find it very easy to compute the model as I introduce the time averages of each variable in the specification and go ahead with the same. However, I find it very difficult to compute the average partial effects of the same. I have tried programming it but I am not very sure whether it is correct or not. If anybody has used it before, any help will be appreciated. My codes look as follows: program probit_export, rclass xtprobit expdum lnk alnk, re predict xdh, xb replace xdh = xdh/sqrt(1 + e(sigma_u)^2) gen pe1 = normal(xdh) summarize pe1, meanonly return scalar ape1=r(mean) drop xdh pe1 end many thanks in advance Natasha * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/