[Limdep Nlogit List] help with R-E panel probit model

Hema Swaminathan h.swaminathan at gmail.com
Thu Apr 2 21:22:35 EST 2009


I have not used LIMDEP in a long time (currently on STATA), so am wondering
if a particular function is available.
dear limdep users,

I am trying to estimate a Random Effects Panel Probit model with an

endogenous continuous regressor.  Currently, I am estimating this using a
manual

two - step IV kind of approach (I first estimate equation 1, calculate

the residuals and plug those in equation 2), thus I need to use bootstrap to
correct for standard errors.

 I also need to use weights in the model as I am correcting for choice

based sampling, but the weight option is not allowed with the bootstrap

command in STATA.

does LIMDEP allow this?  If not, would you have suggestionsWould it be
possible to estimate the model with weights andthen write a program for
correcting the standard errors.  Does such a program exist?  Other options?


thanks much for your help; highly appreciate it.


best

hema



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