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st: Probit Fe question

From   "Carolina Herrera" <[email protected]>
To   <[email protected]>
Subject   st: Probit Fe question
Date   Sun, 3 Oct 2010 01:12:13 -0700

Hi everyone, 

I've been digging around the web and my econometric texts looking for a consistent set of answers on how to estimate a fixed-effect probit.  I've reviewed Greene(2004), Wooldridge (2005 & the panel data text book), half a dozen journal articles, and Statalist.  What I could not find was

(1) agreement on the current "best method" for addressing the incidental parameters problem
(2) code to implement either the Heckman "zig-zag" solution  or to implement another solution without much programming
(3) a stata example where someone performs a fixed effecs probit and explains their interpretation.

I realize that this a lot to ask of the list participants, but has anyone addressed these questions for a class or paper, and would they be willing to share their opinions/code/examples?  If you've already done so and I missed it during my perusal of the archives, I apologize in advance.

thanks for your time, 

Carolina Herrera, MA
The Center for the Health Professions
University of California, San Francisco

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