Dear Stata-listers,
I am using unbalanced panel data (large N, small t) to estimate fixed effects models. I would like to include the lagged dependent variable in the equation, and I am also using some other (exogeneous) predictors. Some of my dependent variables are linear, others are binary.
I am aware that inclusion of the lagged dependent variable introduces endogeneity problems. Therefore, I used xtabond for the linear models to correct for this endogeneity. However, as far as I know there is no such fix for logit models. I was wondering whether anyone might be aware of a similar procedure for logit fixed effects models?
Many thanks in advance,
Kind regards,
Margit Averdijk
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