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XTPROBITUNBAL: Stata module to estimate Dynamic Probit Random Effects Models with Unbalanced Panel

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Abstract
Abstract: This package contains the xtprobitunbal command that implements method discussed in Albarran et al. (2019) to estimate dynamic probit correlated random effects models with unbalanced panels. A correlated random effect model is estimated for each subpanel and then the common parameters are estimated by minimum distance. This method is asymptotically equivalent to the Maximum Likelihood (ML) estimator, but reduces its computational burden. An additional command, mgf_unbal, is also included. When run after the main estimation command, xtprobitunbal, it computes the marginal effect of an explanatory variable in the model.
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Keywords
dynamic probit, random effects, unbalanced panel
Bibliographic citation
Pedro Albarran & Raquel Carrasco & Jesus M. Carro, 2020. "XTPROBITUNBAL: Stata module to estimate Dynamic Probit Random Effects Models with Unbalanced Panels," Statistical Software Components S458748, Boston College Department of Economics, revised 09 Apr 2020.