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help for ^rfprobit^                                              (STB-26:  sg41)
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Random-effects probit
---------------------

	^rfprobit^ depvar [indepvars] [^if^ exp] [^in^ range] ^,^ [ ^i(^varname^)^
			^q^uadrat^(^#^)^ ^nochi^sq ^nolo^g ^l^evel^(^#^)^ maximize_options ]

This command shares the features of all estimation commands; see help @est@.

To reset problem-size limits, see help @matsize@.


Description
-----------

^rfprobit^ estimates a random-effects probit model for cross-sectional time-
series data sets using maximum likelihood estimation.  The likelihood (for
an independent unit i) is expressed as an integral which is computed using
Gaussian-Hermite quadrature.  This computational procedure is only accurate
when there are a small-to-moderate number of time periods T_i per unit i. 
It is recommended that ^rfprobit^ only be used when max(T_i) <= 50.


Options
-------

^i(^varname^)^ specifies the variable corresponding to an independent unit
    (e.g., a subject id).  This variable represents the i in x_it.  Either
    this option must be specified or i must be set using the ^iis^ command;
    see help for @xt@.

^quadrat(^#^)^ specifies the number of points to use for Gaussian-Hermite
    quadrature.  Default is 6.  Increasing this value slightly improves
    accuracy, but also increases computation time.  Computation time is
    roughly proportional to its value.

^nochisq^ omits the estimation of the constant-only model.  This will reduce
    computation time at the cost of not being able to calculate the model
    chi-squared or pseudo R^^2.

^nolog^ suppress the display of the likelihood iterations.

^level(^#^)^ specifies the significance level, in percent, for confidence 
    intervals of the coefficients; see help @level@.

maximize_options control the maximization process; see [7] maximize.
    Use the ^trace^ option to view parameter convergence.
    The ^ltol(^#^)^ option can be used to loosen the convergence
    criterion (default is 1e-6) during specification searches.


Examples
--------

 . ^rfprobit y x, i(id)^

 . ^iis id^
 . ^rfprobit y x^

 . ^rfprobit y x, i(id) nochisq^
 . ^rfprobit y x, i(id) quad(8) nolog^
 . ^rfprobit y x, i(id) trace^
 . ^rfprobit^


Method
------

^rfprobit^ uses the deriv1 method (analytic first derviatives) of Stata's ^ml^
commands.  See Butler and Moffitt (1982) for details. 


Author
------

	Bill Sribney
	Stata Corporation
	702 University Drive East
	College Station, TX 77840
	Phone: 409-696-4600
	       800-782-8272
	Fax:   409-696-4601
        email: tech_support@@stata.com


Reference
---------

Butler, J.S. and  R. Moffitt.  1982.  A computationally efficient quadrature 
    procedure for the one-factor multinomial probit model.  Econometrica 50: 
    761-764.


Also see
--------

    STB:  STB-26 sg41
 Manual:  [5s] xt, [5s] xtreg, [7] maximize
On-line:  help for @xt@, @xtreg@
