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

Dear Peter, dear Jack, please forgive me to cause you so much inconvenience while trying to help me. Unfortunately I think, that your functions, might probably not work for my model/problem. The reason why I think this might be is that I have seen in the gretl documentation, that "dpanel" requires the definition of the lag p. Well basically, my lag is p=1, so far so good. However, the problem lies in my data. Please let me explain (though it is not directly related to gretl, but more general) my problem. I am trying to estimate whether an individual whose variable of interest is above the sample median (y>=median => y*=1, else 0) in period t has a significantly positive probability to repeat being above the sample median in t+1 (p=1), "conditional" upon the individuals that were already in my sample in period t. Going forward in time, more and more individuals enter the sample (i.e. an unbalanced panel). However, this means, while an individual might be above the median in period t+1, "conditional" on upon the individuals exisiting in period t, it might as well be below the median in the new period t, when the new individuals entered the sample. I don't know if that is clear, maybe an stylized example brings more clarity.