Hi all,
I'm using pglm package to estimate a static random probit model of the type:
Yi,t = B1X1i,t-k +... + BzXzi,t-k + Ci+ Ui,t
Where Yi={0,1} and all explenatory variables are continuous.
the function I use is:
pglm(formula,, Data, family = binomial(probit), model =
"random",method= "bfgs")
Can I test the exogeneity and zero correlation between the explanatory
variables and ci? Or the function carries in an approach (as
Mundlak-Chamberlain) to overcome the endogeneity between regressors
and effects?
Thanks
Alfonso
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
