The RATS Software Forum

The attached zip has most of the examples from William Greene, Econometric Analysis, 6th edition. As with most of our textbook examples, the naming convention is grnpxxx where xxx is the page number on which the example starts.

This includes all but about six of the examples. The 6th edition adds quite a bit of coverage of panel data techniques, including several examples which require numerical integration. You'll need the HALTON (viewtopic.php?f=7&t=1112) and GAUSSHERMITE http://www.estima.com/forum/viewtopic.php?f=7&t=1059 procedures to do those. Some examples will also require RATS 8.1, which adds some additional features for dealing with panel data.

Example	Description	RATS Level
grnp022.rpf	Linear regression	Basic
grnp031.rpf	Linear regression, partial correlations	Basic
grnp035.rpf	Linear regression, ANOVA for regression	Basic
grnp034.rpf	Linear regression, SMPL option to skip observations	Basic
grnp053.rpf	Linear regression, SMPL option, F test	Basic
grnp055.rpf	Linear regression, test with SUMMARIZE	Basic
grnp060.rpf	Linear regression, variance inflation factors	Intermediate
grnp070.rpf	Linear regression with lagged dependent variables	Advanced
grnp086.rpf	Linear regression, general linear restrictions	Basic
grnp090.rpf	Linear regression, general linear and non-linear restrictions	Intermediate
grnp097.rpf	Linear regression, general linear and non-linear restrictions	Basic
grnp099.rpf	Linear regression, out-of-sample predictions	Basic
grnp108.rpf	Panel data, fixed effects by dummy variables	Intermediate
grnp114.rpf	Nonlinear system estimation with constraints	Intermediate
grnp124.rpf	Linear regression with subsamples, Wald test, Chow test	Basic
grnp125.rpf	Linear regression with subsamples	Basic
grnp140.rpf	Davidson-MacKinnon J test	Basic
grnp142.rpf	Vuong test of non-nested hypotheses	Intermediate
grnp159.rpf	Linear regression, example of heteroscedasticity	Basic
grnp164.rpf	Heteroscedasticity tests (White, Breusch-Pagan-Godfrey)	Basic
grnp167.rpf	Heteroscedasticity, White, Davidson-MacKinnon standard errors	Intermediate
grnp171.rpf	Heteroscedasticity-Feasible GLS	Intermediate
grnp173.rpf	Heteroscedasticity-Groupwise	Intermediate
grnp187.rpf	Panel data, clustered standard errors	Basic
grnp190.rpf	Panel data, group means (between) estimates	Basic
grnp192.rpf	Unbalanced panel data;ANOVA	Basic
grnp199.rpf	Panel data, fixed effects, clustered standard errors	Intermediate
grnp206.rpf	Panel data, random effects, Hausman test, Breusch-Pagan random effects test	Intermediate
grnp224.rpf	Panel data, Swamy random coefficients model	Basic
grnp228.rpf	Panel data, random coefficients model, simulated maximum likelihood	Advanced
grnp231.rpf	Panel data, random effects, hierarchical linear model	Intermediate
grnp254.rpf	SUR estimation	Advanced
grnp278.rpf	Non-linear systems estimation	Advanced
grnp294.rpf	Non-linear least squares	Advanced
grnp304.rpf	Two-step non-linear estimation	Advanced
grnp307.rpf	Non-linear least squares	Intermediate
grnp320.rpf	Two-stage least squares	Basic
grnp324.rpf	Two-stage least squares, Wu-Hausman specification test	Basic
grnp325.rpf	Two-stage least squares, Wu-Hausman specification test	Intermediate
grnp336.rpf	Non-linear two stage least squares	Basic
grnp348.rpf	Dynamic panel model	Basic
grnp385.rpf	Simultaneous equations, 2SLS, 3SLS, LIML, FIML	Advanced
grnp388.rpf	Simultaneous equations, specification tests	Intermediate
grnp393.rpf	Simultaneous equations with dynamics	Advanced
grnp408.rpf	LAD Estimation, bootstrapped standard errors	Advanced
grnp410.rpf	Partially linear model, non-parametric regression	Intermediate
grnp418.rpf	Non-parametric regression	Intermediate
grnp433.rpf	Nonlinear systems, GMM, maximum likelihood	Intermediate
grnp445.rpf	Nonlinear systems, GMM, maximum likelihood	Intermediate
grnp476.rpf	Panel VAR	Intermediate
grnp496.rpf	Maximum likelihood, variance estimators for coefficients	Intermediate
grnp504.rpf	Maximum likelihood, Wald, likelihood ratio tests	Intermediate
grnp526.rpf	Weighted least squares, two-step, iterated, maximum likelihood estimators	Advanced
grnp529.rpf	Linear models with AR1 errors	Basic
grnp541.rpf	Stochastic frontier model	Intermediate
grnp545.rpf	Poisson, geometric models for count data	Intermediate
grnp549.rpf	Random effects with MLE	Basic
grnp553.rpf	Random effects for geometric model	Advanced
grnp559.rpf	Mixture model, latent class model	Intermediate
grnp562.rpf	Mixture model, latent class model	Intermediate
grnp566.rpf	Mixture model, latent class model	Advanced
grnp592.rpf	Random effects for geometric model	Advanced
grnp618.rpf	Probit model, Gibbs sampling	Advanced
grnp626.rpf	Example of autocorrelated residuals	Basic
grnp627.rpf	Example of negative autocorrelation	Basic
grnp643.rpf	Regression with HAC (Newey-West) standard errors	Basic
grnp649.rpf	AR(1), AR(2) regressions	Intermediate
grnp653.rpf	Panel data with autocorrelated errors	Intermediate
grnp656.rpf	AR(1), test for common factors	Basic
grnp665.rpf	GARCH model, test for ARCH	Basic
grnp679.rpf	Non-linear least squares, expectations-augmented Phillips curve	Intermediate
grnp680.rpf	ARDL model, long-run effects	Advanced
grnp685.rpf	ARDL model: estimation, PDLs	Intermediate
grnp691.rpf	Error correction model, test for common factors	Intermediate
grnp707.rpf	Structural VAR model, structural break test, Blanchard-Quah model	Intermediate
grnp711.rpf	Panel VAR	Intermediate
grnp729.rpf	ARMA model, identification	Basic
grnp735.rpf	Spectral analysis	Basic
grnp740.rpf	ARMA model, identification	Basic
grnp748.rpf	Unit root tests, Dickey-Fuller	Basic
grnp754.rpf	Unit root tests, Dickey-Fuller, Phillips-Perron, KPSS	Basic
grnp757.rpf	Cointegration test, Engle-Granger test	Basic
grnp781.rpf	Binary choice models, LPM, logit, probit	Intermediate
grnp785.rpf	Logit model: marginal effects, average partial effects	Intermediate
grnp789.rpf	Probit model: Chow test, heteroscedasticity test	Advanced
grnp801.rpf	Panel data: probit and logit models	Advanced
grnp815.rpf	Probit model with endogenous explanatory variable	Intermediate
grnp819.rpf	Bivariate probit	Intermediate
grnp822.rpf	Bivariate probit	Advanced
grnp852.rpf	Conditional and sequential logit models	Advanced
grnp896.rpf	Bivariate probit with sample selection	Intermediate
grnp914.rpf	Poisson, negative binomial models for count data	Advanced
grnp920.rpf	Random/Fixed Effects for Poisson and NegBin count data models	Advanced
grnp924.rpf	Poisson and ZIP models for count data	Intermediate
grnp925.rpf	Doubly censored tobit, censored Poisson models	Advanced
grnp941.rpf	Duration, Hazard models	Advanced

Dear Tom Doan,

I am interested in coding maginal effects for Recursive Bivariate Probit (Greene's article Gender Economics Courses in Liberal Arts Colleges). I wonder if there is the code available with RATS. I try the above but there is one for Bivariate Probit SUR.
I would appreciate alot if you would give me some suggestion.

Thank you very much!