Re: [Gretl-users] Is there a possibility to estimate a dynamic panel probit model in gretl?

On Fri, 17 Oct 2014, Jan Tille wrote: I must confess your problem is not exactly clear to me; I read your previous message several times and I can't make up my mind on it, but, like Sven said, I am doubtful as to whether applying a dynamic panel probit to your data is the right thing to do from a statistical point of view. The fact is, it sounds like the unbalancedness of your panel is endogenous: from what I gather, you'd have a peculiar form of panel attrition (on entry instead of exit, as is more common), so a few assumptions for the dynamic panel probit model would be violated and you'd get inconsistent estimates. That said: (1) I may be wrong (I usually am) (2) nobody is stopping you from using a dynamic panel probit model anyway, if only to see what happens if you do. Claudia and I will send you our code as soon as we manage to put togther some decent documentation to it. ------------------------------------------------------- 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 -------------------------------------------------------