Dear all,
I'm looking to carry out a random-effects probit (as in xtprobit), where I want to constrain one coefficient to 1 (e.g. in xtprobit could do that by using "offset"), and instead I would like to estimate the variance of the normal distribution (as in hetprobit -- using offset in xtprobit keeps the variance at 1 as far as I can tell). Is there any chance I can tweak an existing Stata command to do that? Or maybe MLE is my best bet? Any thoughts would be greatly appreciated!
Thanks in advance!
Anja
Related Posts with random effects probit with offset and flexible variance
TWFE: Different results between Stata and RHi, We are running two-way fixed effects on R and Stata using the same data, and they are giving di…
Stochastic Frontier AnalysisI conducted Stochastic Frontier Analysis (SFA) using the command 'frontier' with the natural log of …
Descriptive Statistics by SegmentHi all, I have ratings data (ratings are 0-5) and I am trying to see what what % of users never rat…
Showing values that exist in a value label but are not taken on by a variable in a table/tabulation?Hi All, I have a variable that represents the answers to the following question on a survey: Do you…
Milliseconds inconsistent when trying to find the earliest date/time across variablesDespite reviewing help datetime, searching Statalist, and reaching out to colleagues, I cannot solve…
Subscribe to:
Post Comments (Atom)
0 Response to random effects probit with offset and flexible variance
Post a Comment