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xtpdyn: A community-contributed command for fitting dynamic random-effects probit models with unobserved heterogeneity

Author

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  • Raffaele Grotti

    (European University Institute)

  • Giorgio Cutuli

    (University of Trento)

Abstract

Dynamic 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.

Suggested Citation

  • Raffaele Grotti & Giorgio Cutuli, 2018. "xtpdyn: A community-contributed command for fitting dynamic random-effects probit models with unobserved heterogeneity," Stata Journal, StataCorp LP, vol. 18(4), pages 844-862, December.
    • Handle: RePEc:tsj:stataj:v:18:y:2018:i:4:p:844-862
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    10. Théophile T Azomahou & Bity Diene & Adrien Gosselin-Pali, 2021. "Transition and persistence in the double burden of malnutrition and obesity : Evidence from South Africa," Working Papers hal-03338304, HAL.
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    13. Azomahou, Théophile T. & Diene, Bity & Gosselin-Pali, Adrien, 2022. "Transition and persistence in the double burden of malnutrition and overweight or obesity: Evidence from South Africa," Food Policy, Elsevier, vol. 113(C).
    14. Drescher, Katharina & Janzen, Benedikt, 2021. "Determinants, persistence, and dynamics of energy poverty: An empirical assessment using German household survey data," Energy Economics, Elsevier, vol. 102(C).
    15. Lubica Stiblarova, 2022. "European Cohesion Policy to the Rescue? Revising (Counter)-Cyclical Effects in the EU-28 Recipient Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(9-10), pages 681-702, August.
    16. Dula Etana & Denyse J. R. M. Snelder & Cornelia F. A. van Wesenbeeck & Tjard de Cock Buning, 2020. "Dynamics of Smallholder Farmers’ Livelihood Adaptation Decision-Making in Central Ethiopia," Sustainability, MDPI, vol. 12(11), pages 1-26, June.

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