Programming & Scientific Computing · Statistical & BI Software

Limited dependent variable and count data models in Stata · advanced inference

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction Advanced Microeconometrics Module

Overview

Topics covered

  • Introduction
  • Limited Response Models and Count Data in STATA
  • The Inadequacy of OLS in the Face of Non-Continuous Dependent Variables
  • Logit and Probit Models: Specification and Latent Variable
  • 2.1 The Latent Variable Approach
  • Logit Specification

Related concepts

Main connections

  • Logistic regression
  • Maximum likelihood estimation
  • Poisson distribution
  • Binomial distribution
  • Mean & expected value
  • Diagnostic test evaluation & ROC

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

Yi=Xiβ+ui
View LaTeX sourceY_i = X_i\beta + u_i