Your question glosses over the difficulty of constructing such estimates--see
Wooldridge, Jeffrey M. "Simple Solutions to the Initial Conditions
Problem in Dynamic, Nonlinear Panel Data Models with Unobserved
Effects." Journal of Applied Econometrics, Vol. 20, No. 1, 2005, pp.
39-54.
for a useful discussion, and an example of his approach where he
indicates that a dynamic probit with an additive unobserved effect
inside the CDF can be estimated using "standard random effects probit
software."
On 12/4/05, shuang zhang <[email protected]> wrote:
> Dear all,
>
> I want to do FE in a probit model, but there seems to be only RE is
> availlable in probit. Is there anyone know how to do FE in a probit model in
> STATA?
>
> Thanks to all!
>
>
> Cheers,
> Zhang Shuang
>
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