Dear Statalist users,
I would like to estimate a binary panel data model with fixed and random effects with "xtlogit" / "xtprobit". However, I found no information on how to correct my estimated coefficients for heteroskedasticity and serial correlation. In addition, I have to deal with endogenous regressors and sample selection.
The Stata command "ivreg2" is the command for these problems concerning linear endogenous variables.
Does anyone know if there is a nonlinear equivalent or another way to correct the estimated standard errors?
Thank you for your replies.
Annika Meng
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