On Wed, 6 Nov 2013, Pindar wrote:

I found Jack's felogit.gfn on the server. I guess there is no feprobit because of the incidental parameters problem, or?

Yes. Moreover, if you have a panel dataset you can use the --random-effects options to the probit command to obtain RE probit estimation via Gaussian quadrature. By the way, your post made me realise this is still undocumented, although it's been in for a while and I've even used it in a paper! I'll try to update the docs asap.

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  Riccardo (Jack) Lucchetti
  Dipartimento di Scienze Economiche e Sociali (DiSES)

  Università Politecnica delle Marche
  (formerly known as Università di Ancona)

  r.lucchetti@univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
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