Panel probit/logit model with instrumental variable?

[River Huang]

Dear All, Is there anyone who knows a Stata command for estimating a panel probit/logit model with instrumental variable? Thanks.

[Carlo Lazzaro]

River:
-ivlogit- or -ivprobit- with clustered standard errors is probably the only way to go.

[River Huang]

Dear Carlo, Thank you for the message. If this is true, it is too bad that such as a general case can not be suitably dealt with (accounting for unobserved heterogeneity).

[Carlo Lazzaro]

River:
I suppose that the issue is technically tricky.
Whenever Stata does not provide a command for a seemingly feasible matter, there's always a sound technical reason that justifies that choice.
As far as your original query is concerned, I've just spotted and old Stata thread that might be interesting: https://www.statalist.org/forums/for...ing-panel-data

[River Huang]

Dear Carlo, Thanks again for this useful information.

[Adeola Kolade]

I am sorry to post this question here, just that it is related. What is the Stata command for estimating an ordered logit model with instrumental variable? Thank you.