{smcl} {* 31jan2006}{...} {hline} help for {hi:redprob}{right:Mark Stewart (31 Jan 2006)} {hline} {title:Maximum Likelihood Estimation of Random Effects Dynamic Probit Model} {p 4 12}{cmd:redprob} {it:depvar} {it:varlist} ({it:varsinit}) [{cmd:if} {it:exp}] [{cmd:in} {it:range}] [{cmd:,} {cmdab:i(}{it:varname}{cmd:)} {cmdab:t(}{it:varname}{cmd:)} {cmdab:q:uadrat(}{it:#}{cmd:)} {cmdab:f:rom(}{it:matname}{cmd:)} ] {title:Description} {p}{cmd:redprob} estimates a random effects dynamic probit model by Maximum Likelihood. {title:Options} {p 0 4}{cmd:i(}{it:varname}{cmd:)} specifies the variable name that contains the cross-section identifier. {p 0 4}{cmd:t(}{it:varname}{cmd:)} specifies the variable name that contains the time-series identifier. {p 0 4}{cmd:quadrat(}{it:#}{cmd:)} specifies the number of of Gaussian--Hermite quadrature points for the evaluation of the required integral. {p 0 4}{cmd:from(}{it:matname}{cmd:)} specifies a matrix containing starting values for the parameters of the model. Use this option to check that a global maximum has been found. Also use to reduce required number of iterations or to restart a previously halted run. The default uses a pooled probit for periods except the first and a separate probit for the initial period reduced form. {title:Remarks} {p}For fuller details of the model and estimator and an illustration, see Stewart (2005). For more information on the {cmd:redprob} command and sample output, see Stewart (2006). {p}The lagged dependent variable must be constructed by the user and must appear as the first variable in {it:varlist}. It is the user's responsibility to ensure that both this variable and {it:depvar} are binary 0/1 variables. {it:varlist} should additionally contain the explanatory variables in the main equation. {it:varsinit} should contain the variables in the initial period reduced form. {title:Examples} {p 8 12 2}{inp:. sort id yr } {p 8 12 2}{inp:. redprob y Ly x1 x2 (x1 x2 z1 z2), i(id) t(yr) } {p 8 12 2}{inp:. redprob y Ly x1 x2 (x1 x2 z1 z2), i(id) t(yr) quadrat(12) } {p 8 12 2}{inp:. redprob y Ly x1 x2 (x1 x2 z1 z2), i(id) t(yr) from(startmat) } {title:Author} {p 4 4}Mark Stewart, Economics Department, University of Warwick, U.K.{break} {title:References} {p 4 8} Stewart, M.B. (2005), "The inter-related dynamics of unemployment and low-wage employment", forthcoming {it:Journal of Applied Econometrics}. {p 4 8} Stewart, M.B. (2006), "-redprob- : A Stata program for the Heckman estimator of the random effects dynamic probit model", mimeo, University of Warwick. {title:Also see} {p 0 19}On-line: help for {help est}, {help ml}.{p_end}