d 'AEXTLOGIT': module to compute average elasticities for fixed effects logit
d
d aextlogit is a wrapper for xtlogit which estimates the fixed
d effects logit and reports estimates of the average (semi-)
d elasticities of Pr(y=1|x,u) with respect to the regressors, and
d the corresponding standard errors and t-statistics. The method
d used to compute the (semi-) elasticities was first described by
d Kitazawa (2012, "Hyperbolic transformation and average elasticity
d in the framework of the fixed effects logit model," Theoretical
d Economics Letters, 2, 192-199.).
d
d KW: logit
d KW: xtlogit
d KW: elasticity
d KW: fixed effects logit
d
d Requires: Stata version 11
d
d Distribution-Date: 20161021
d
d Author: J.M.C. Santos Silva, University of Surrey
d Support: email jmcss@@surrey.ac.uk
d
f aextlogit.ado
f aextlogit.sthlp