Re: [Gretl-users] Poisson Fixed Effects
On Wed, 6 Nov 2013, Pindar wrote:
I found Jack's felogit.gfn on the server. I guess there is no
feprobit
because of the incidental parameters problem, or?
Yes. Moreover, if you have a panel dataset you can use the
--random-effects options to the probit command to obtain RE probit
estimation via Gaussian quadrature. By the way, your post made me realise
this is still undocumented, although it's been in for a while and I've
even used it in a paper! I'll try to update the docs asap.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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