Computed theoretical power for N=100 and N=200 scenarios
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Modules/ado/plus/r/rfprobit.hlp
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Modules/ado/plus/r/rfprobit.hlp
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.-
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help for ^rfprobit^ (STB-26: sg41)
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.-
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Random-effects probit
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---------------------
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^rfprobit^ depvar [indepvars] [^if^ exp] [^in^ range] ^,^ [ ^i(^varname^)^
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^q^uadrat^(^#^)^ ^nochi^sq ^nolo^g ^l^evel^(^#^)^ maximize_options ]
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This command shares the features of all estimation commands; see help @est@.
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To reset problem-size limits, see help @matsize@.
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Description
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-----------
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^rfprobit^ estimates a random-effects probit model for cross-sectional time-
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series data sets using maximum likelihood estimation. The likelihood (for
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an independent unit i) is expressed as an integral which is computed using
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Gaussian-Hermite quadrature. This computational procedure is only accurate
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when there are a small-to-moderate number of time periods T_i per unit i.
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It is recommended that ^rfprobit^ only be used when max(T_i) <= 50.
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Options
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-------
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^i(^varname^)^ specifies the variable corresponding to an independent unit
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(e.g., a subject id). This variable represents the i in x_it. Either
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this option must be specified or i must be set using the ^iis^ command;
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see help for @xt@.
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^quadrat(^#^)^ specifies the number of points to use for Gaussian-Hermite
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quadrature. Default is 6. Increasing this value slightly improves
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accuracy, but also increases computation time. Computation time is
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roughly proportional to its value.
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^nochisq^ omits the estimation of the constant-only model. This will reduce
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computation time at the cost of not being able to calculate the model
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chi-squared or pseudo R^^2.
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^nolog^ suppress the display of the likelihood iterations.
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^level(^#^)^ specifies the significance level, in percent, for confidence
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intervals of the coefficients; see help @level@.
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maximize_options control the maximization process; see [7] maximize.
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Use the ^trace^ option to view parameter convergence.
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The ^ltol(^#^)^ option can be used to loosen the convergence
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criterion (default is 1e-6) during specification searches.
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Examples
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--------
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. ^rfprobit y x, i(id)^
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. ^iis id^
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. ^rfprobit y x^
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. ^rfprobit y x, i(id) nochisq^
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. ^rfprobit y x, i(id) quad(8) nolog^
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. ^rfprobit y x, i(id) trace^
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. ^rfprobit^
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Method
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------
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^rfprobit^ uses the deriv1 method (analytic first derviatives) of Stata's ^ml^
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commands. See Butler and Moffitt (1982) for details.
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Author
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------
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Bill Sribney
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Stata Corporation
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702 University Drive East
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College Station, TX 77840
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Phone: 409-696-4600
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800-782-8272
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Fax: 409-696-4601
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email: tech_support@@stata.com
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Reference
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---------
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Butler, J.S. and R. Moffitt. 1982. A computationally efficient quadrature
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procedure for the one-factor multinomial probit model. Econometrica 50:
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761-764.
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Also see
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--------
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STB: STB-26 sg41
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Manual: [5s] xt, [5s] xtreg, [7] maximize
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On-line: help for @xt@, @xtreg@
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