I want to estimate a probit regression on a large dataset.
In particular, a 1 refers to a positive trade flow from country i to country j for a particular product. Any directed country-pair can export many products, i.e. a link = 1 if i exports to j this particular good. No 0's are recorded. For any given year in the data, this results in around 5 million observations.
I want to estimate the probability that a link is present given covariates: probit link x1 x2..., vce(cluster ...)
Creating all possible i-j-product combinations results in 228 million observations. Hence, I would like to estimate a probit on all observed 1's and create a random subsample of all 0's, estimate the probit, and then reweigh the coefficients to correct for the true number of 0's in the data. I can create and store the large dataset of 228 mln observations, but the server chokes on the probit. What would be the correct way to proceed?
Related Posts with Estimating probit on random subsample of zeroes
Esttab with longtable optionI am exporting a regression table to LaTeX using the community contributed esttab command with longt…
How to define date from 2000 in StataDear all, I need to calculate age using date of birth (dob) and survey submission date (end_date). …
How to flag observations that have a certain charateristic in one round but do not have that characteristic in any of the subsequent rounds?Hi everyone, Please consider the following data Code: * Example generated by -dataex-. To install: …
How to use categorical variable in dynamic panel regression?Hello, I am using a country variable, called "targetcountry" in my dynamic panel regression. This v…
How to calculate OLS R-square from FE model estimationHi all, The FE model estimates R-squares corresponding to: within, between and overall equations. H…
Subscribe to:
Post Comments (Atom)
0 Response to Estimating probit on random subsample of zeroes
Post a Comment