IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v18y2018i4p844-862.html
   My bibliography  Save this article

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

Author

Listed:
  • 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
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj18-4/st0543/
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0543
    File Function: link to article purchase
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Manuela Ortega-Gil & Chaima ElHichou-Ahmed & Antonio Mata-García, 2022. "Effects of Immigrants, Health, and Ageing on Economic Growth in the European Union," IJERPH, MDPI, vol. 20(1), pages 1-17, December.
    2. Paige Clayton & Maryann Feldman & Benjamin Montmartin, 2019. "Funding Emerging Ecosystems," GREDEG Working Papers 2019-25, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
    3. 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).
    4. Richard KOENIG & Marielle BRUNETTE, 2023. "Subjective barriers and determinants to crop insurance adoption," Working Papers of BETA 2023-25, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    5. Selcuk GEMICIOGLU & Hasan SAHIN, 2023. "Unemployment Persistence in The Turkish Labor Market," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, vol. 10(1), pages 181-211, January.
    6. Tea Petrin & Dragana Radicic, 2023. "Instrument policy mix and firm size: is there complementarity between R&D subsidies and R&D tax credits?," The Journal of Technology Transfer, Springer, vol. 48(1), pages 181-215, February.
    7. Paige Clayton & Maryann Feldman & Benjamin Montmartin, 2024. "Entrepreneurial finance and regional ecosystem emergence," Small Business Economics, Springer, vol. 62(4), pages 1493-1521, April.
    8. 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).
    9. Migbaru Alamirew Workneh & Zerayehu Sime Eshete, 2021. "Household Level Non-Monetary Poverty in Ethiopia and its Driving Factors: a Multidimensional Approach with Panel Estimation," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 154(1), pages 145-168, February.
    10. 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.
    11. 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.
    12. Makaiko G. Khonje & Christone Nyondo & Lemekezani Chilora & Julius H. Mangisoni & Jacob Ricker‐Gilbert & William J. Burke, 2022. "Exploring adoption effects of subsidies and soil fertility management in Malawi," Journal of Agricultural Economics, Wiley Blackwell, vol. 73(3), pages 874-892, September.
    13. Chalmers K. Mulwa & Milu Muyanga & Martine Visser, 2021. "The role of large traders in driving sustainable agricultural intensification in smallholder farms: Evidence from Kenya," Agricultural Economics, International Association of Agricultural Economists, vol. 52(2), pages 329-341, March.
    14. Kamila Fialová, 2022. "Low-Wage Employment in Czechia: A Persistent Burden," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(6), pages 475-498, June.
    15. Dragana Radicic & Jonathan Pinto, 2019. "Collaboration with External Organizations and Technological Innovations: Evidence from Spanish Manufacturing Firms," Sustainability, MDPI, vol. 11(9), pages 1-31, April.
    16. 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.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:18:y:2018:i:4:p:844-862. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.