Xtpdyn : a community-contributed command for fitting dynamic random-effects probit models with unobserved heterogeneity

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dc.contributor.authorGROTTI, Raffaele
dc.contributor.authorCUTULI, Giorgio
dc.date.accessioned2019-01-24T16:40:58Z
dc.date.available2019-01-24T16:40:58Z
dc.date.issued2018
dc.descriptionFirst Published: 1st December 2018en
dc.description.abstractDynamic 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.en
dc.identifier.citationStata Journal, 2018, Vol. 18, No. 4, pp. 844-862en
dc.identifier.doi10.1177/1536867X1801800406
dc.identifier.endpage862en
dc.identifier.issn1536-867X
dc.identifier.issue4en
dc.identifier.startpage844en
dc.identifier.urihttps://hdl.handle.net/1814/60581
dc.identifier.volume18en
dc.language.isoenen
dc.orcid.uploadtrue*
dc.publisherSageen
dc.relation.ispartofStata Journalen
dc.titleXtpdyn : a community-contributed command for fitting dynamic random-effects probit models with unobserved heterogeneityen
dc.typeArticleen
dspace.entity.typePublication
eui.subscribe.skiptrue
person.identifier.other43696
relation.isAuthorOfPublication25e08a14-d455-4c84-9f58-92bbca49f4bc
relation.isAuthorOfPublication.latestForDiscovery25e08a14-d455-4c84-9f58-92bbca49f4bc
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