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st: RE: Why no probit with fixed effect?


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Why no probit with fixed effect?
Date   Fri, 9 Mar 2007 09:26:11 -0000

Ncdcta00,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> ncdcta00@uniroma2.it
> Sent: Friday, March 09, 2007 9:10 AM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Why no probit with fixed effect?
> 
> Dear statalist, why don't use probit with fixed effect, but 
> only random?

Because just including dummies does not give you a consistent estimator.
Have a look at

http://www.stata.com/statalist/archive/2003-09/msg00103.html

Cheers,
Mark

> thanks
> 
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