Re: [Gretl-users] Nested Logit references on nonlinear panel models (fixed effects probit included)

non-technical survey http://methods.johndavidpoe.com/2014/02/07/fixed-effects-probit/ Methods for bias reduction Jinyong Hahn and Whitney Newey   Jackknife and Analytical Bias Reduction for Nonlinear Panel Models Econometrica   Volume 72 ,  Issue 4 ,   pages 1295–1319 ,   July 2004 --- Оригінальне повідомлення --- Від кого: "Sven Schreiber" <svetosch(a)gmx.net&gt; Дата: 6 грудня 2014, 13:23:38 Am 06.12.2014 um 11:38 schrieb oleg_komashko(a)ukr.net : don't know There is a package on the server by Jack and Claudia for heterokedastic and IV probit, look for "HIP". don't know There is already the --random-effects option for probit built in. (And fixed-effects probit doesn't exist, as you may know. But there is another package by Jack for fixed-effects logit, "felogit". I myself have recently played around with functions that estimate random-effects logit by calling R internally and trying to do it with gretl only, but this isn't really ready for consumption.) hth, sven _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users