Take a look at Wooldridge's paper "Simple Solutions To The Initial Conditions
Problem In Dynamic, Nonlinear Panel Data Models With Unobserved Heterogeneity"
at http://www.msu.edu/~ec/faculty/wooldridge/current%20research/panel4r9.pdf
Hope this helps,
Scott
----- Original Message -----
From: George Naufal <[email protected]>
Date: Wednesday, April 6, 2005 10:54 am
Subject: st: Dynamic Random Effects Probit Model in Stata 8
> Dear Sir,
>
>
> My name is George Naufal and I am a 3rd year PhD student at the
> Department of Economics at Texas A&M University. I am emailing you
> regarding estimating a
> dynamic random effect probit model in stata and I was wondering if
> we can actually estimate this type of models in stata 8 and if you
> can
> possibly guide me to find the code for that estimation.
>
>
>
> I appreciate your help,
> thank you in advance,
> george
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