What else are you conditioning on? This might work for you:
clear
set seed 12345
range id 1 5 5
expand 100
bys id: gen t=_n
g y=(uniform()*t)>25
bys id (t): g yl=y[_n-1]
xtprobit y t yl, i(id)
preserve
replace y=1
predict pry1, pu0
su pry1
restore
On 4/23/06, Nikolaos Kanellopoulos <[email protected]> wrote:
> Hi,
>
> After estimating a dynamic random effects probit Yit=a1+a2Yit-1+a3X +Uit+Vi
> How can I estimate the Pr(Yt=1|Yt-1=1)?
>
> Thanks
> Nick
>
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