xtpdyn: A community-contributed command for fitting dynamic random-effects probit models with unobserved heterogeneity
Raffaele Grotti
Department of Political and Social Sciences
European University Institute
San Domenico di Fiesole, Italy
[email protected]
|
Giorgio Cutuli
Department of Sociology and Social Research
University of Trento
Trento, Italy
[email protected]
|
Abstract. Dynamic random-effects probit models are increasingly applied in many
disciplines to study dynamics of persistence in dichotomous outcomes. Despite
the increasing popularity of these models, an estimation command for them does
not exist yet. In this article, we present the xtpdyn command, which
implements the model as proposed by Rabe-Hesketh and Skrondal (2013,
Economics Letters 120: 346–349). We also present probat, a
postestimation command that provides estimates of transition rates and a set of
associated statistics.
View all articles by these authors:
Raffaele Grotti, Giorgio Cutuli
View all articles with these keywords:
xtpdyn, probat, dynamic panel models, dynamic random-effects probit, state dependence, unobserved heterogeneity
Download citation: BibTeX RIS
Download citation and abstract: BibTeX RIS
|
