non-technical survey
http://methods.johndavidpoe.com/2014/02/07/fixed-effects-probit/

Methods for bias reduction
  1. Jinyong Hahn and
  2. Whitney Newey
  3.  
  4. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models

      Eco nometrica Volume 72Issue 4, pages 1295–1319, July 2004

--- Оригінальне повідомлення ---
Від кого: "Sven Schreiber" <svetosch@gmx.net>
Дата: 6 грудня 2014, 13:23:38

Am 06.12.2014 um 11:38 schrieb oleg_komashko@ukr.net:
> It will be very nice.
> I have a bundle of questions about the future plans, so
> I would be happy being "partially answered"
> tobit marginal effects

don't know

> alternatives to binary choice (quasibinomial, heteroscedastic,
> non/semiparametric)

There is a package on the server by Jack and Claudia for heterokedastic 
and IV probit, look for "HIP".


> panel data VAR (as described in Hsiao, for example)

don't know

> panel data probit

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
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