LIMDEP Seminar

LIMDEP Seminar

(Basics & Panel Data Models)

Fall, 2000

Dr. Junsoo Lee

Limdep Basics (Spring 1999)

1. Opening three windows: project, program, and output

2. Reading (importing) files into a Project file

3. Running programs using MENU

4. Running batch program files

1. Pooled OLS

2. Fixed Effects (FE) Models: individual or time

3. Random Effects (RE) Models

4. Hausman test

5. Between Estimator (BE)

6. First Difference (FD) Model: using FE models with T = 2

	FE	RE
1. Probit	N/A	Integration (Butler & Moffit correction)
2. Logit	Chamberlain’s method	Integration
3. Ordered Probit	N/A	Integration
4. Tobit	N/A	Integration
5. Poisson & NegBin	Chamberlain’s method	Integration
6. Stochastic Frontier	Usual Panel*	Integration
7. Dynamic Panel*	N/A*	N/A*

* Not available in Limdep (Gauss and TSP codes are available.)

Program file		Models	data file
Panel_basic.lim	Part I Part II	Pooled OLS Panel FE, RE, Hausman Test, BE	Included (airline.dat)
Panel_choice.lim	Part III- 1.2.3	Panel Probit RE Panel Logit FE & RE Panel Ordered Probit RE	Included (choice.dat)
Panel_Tobit.lim	Part III-4	Tobit, Truncation, Heckmit, FIML Panel Tobit RE	mroz.dat
Panel_Count.lim	Part III-5	Poisson, Negbin, ZIP Panel Poisson FE & RE	crime1.dat
Panel_Frontier.lim	Part III-6	Cross-section Frontier models Panel Frontier RE	Included (frontier.dat)