st: Re: Fixed effects after xtprobit

["Martin Weiss" <martin.weiss1@gmx.de>]

"There is no command for a conditional fixed-effects model, as there does 
not exist a sufficient statistic allowing the fixed effects to be 
conditioned out of the likelihood." (from -h xtprobit-)


HTH
Martin
_______________________
----- Original Message ----- 
From: "C.T.Shehzad" <c.t.shehzad@rug.nl>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, September 24, 2008 6:14 PM
Subject: st: Fixed effects after xtprobit



> Dear statalisters:
>
> I just wanted to ask why fixed effect model cannot be used with xtprobit 
> while I can do fixed effect with xtlogit. Is there any econometric issue 
> (which I cannot out at the moment) or its a software limitation?
>
> Best regards,
>
> Shehzad
>
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