Hi all, a user just sent me a report on a problem with the RE probit estimator: if one tries a specification that would lead to perfect prediction in the pooled specification, the command just aborts instead of dropping the offending regressor from the list, as it probably should. The following script exemplifies the problem and suggests a possible solution: <hansl> nulldata 24 set seed 123 setobs 3 1:1 --stacked-time-series series x = normal() series d = uniform() > 0.8 series y = (1 + x + d + normal()) > 0 list X = const x d # this won't do # probit y X --random # this will probit y X --quiet list X = $xlist probit y X --random </hansl> It's very unlikely that I'll have time to work on this over the weekend, but will try to do so on Monday. If you have alternative ideas on how to handle this, suggestions are welcome! ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------