I have some survey data and a dummy outcome variable. The data includes the region in which each individual lives. I'd like to use this for fixed effects with regions. Ideally, I'd like to use a probit fixed effects model with marginal coefficients evaluated at their means because this what make my results directly comparable to another paper's and allow a useful comparison.
However, I've read on this forum that fixed effects with probit is biased. I then planned on using a fixed effects logit as a robustness check but I've read that these results can't be presented as marginal coefficients evaluated at their means. I still intend on using a fixed effect probit if possible so that I can compare my results. As I don't think Stata allows for FE probit, I've used dummy region variables. Does this have the same effect as a fixed effect probit?
Is it correct that I cannot use a fixed effects logit with marginal coefficients, or is there a code that is suitable for this? Would using dummy variables for each region be a suitable way around using the fixed effects command, and therefore being able to evaluate as marginal coefficients at means?
Below, is the code I was planning on using. As there is no FE probit available, I've just included dummies for regions.
Probit code:
Code:
probit TRUST rage rage2 female married fulltime parttime highinc i.regions margin, dydx(rage rage2 female married fulltime parttime highinc i.regions) atmeans
Code:
clogit TRUST rage rage2 female married fulltime parttime highinc, group(regions) margin, dydx(rage rage2 female married fulltime parttime highinc) atmeans
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