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help probitfe
// Analytical and jackknife bias corrections for fixed-effects estimators of panel probit models with individual and time effectshelp logitfe
// Analytical and jackknife bias corrections for fixed-effects estimators of panel logit models with individual and time effects
Mario Cruz-Gonzalez, Iván Fernández-Val, Martin Weidner, 2017, Bias Corrections for Probit and Logit Models with Two-way Fixed Effects, Stata Journal, 17(3): 517–545. [PDF]
probitfe
fits a probit fixed-effects estimator that can include individual or time effects and account for both the bias arising from the inclusion of individual fixed effects or the bias arising from the inclusion of time fixed effects.
probitfe
with the nocorrection option does not correct for the incidental parameter bias problem (Neyman and Scott 1948).probitfe
with the analytical
option removes an analytical estimate of the bias from the probit fixed-effects estimator using the expressions derived in Fernandez-Val and Weidner (2016). The trimming parameter can be set to any value between 0 and (T-1), where T is the number of time periods.probitfe
with the jackknife
option removes a jackknife estimate of the bias from the fixed-effects estimator. This method is based on the delete-one panel jackknife of Hahn and Newey (2004) and split panel jackknife of Dhaene and Jochmans (2015) as described in Fernandez-Val and Weidner (2016).probitfe
displays estimates of index coefficients and APE.aextlogit
is a wrapper for xtlogit
which estimates the fixed effects logit and reports estimates of the average (semi-) elasticities of
输入下命令可以打开下载页面,点击「(click here to install)」和「(click here to get)」可以分别下载 ado 程序文档和用于演示的 dofile 和数据文件。
view net sj 17-3 st0485
亦可直接执行如下命令下载:
. net install st0485.pkg // 下载 ado 和 hlp 文档
. net get st0485.pkg // 下载演示文档
在 Stata 命令窗口中输入如下命令,按指引下载即可:
findit logitfe
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