st: Re: GMM and probit

["Rodrigo A. Alfaro" <raalfaroa@gmail.com>]

Al, your subject says probit, which means that you are assuming some 
distribution for the variables, maybe -ml- could help if you want some 
customized probit. Rodrigo.


----- Original Message ----- 
From: "Alberta Di Giuli" <alberta.digiuli@uni-bocconi.it>
To: <statalist@hsphsun2.harvard.edu>
Sent: Thursday, June 07, 2007 5:56 PM
Subject: st: GMM and probit



> Dear statalisters,
>
> How can I compute GMM estimates (using third, fourth and fifth moments) if 
> I
> don't have a panel and my dependent variable is binary? I guess I can't 
> use
> xtabond and xtabond2. What if I have no endogenous variables?
>
> Thanks
> Al
>
>
>
>
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