Is there reghdfe, ivreghdfe version of probit, ivprobit?

[James Park]

reghdfe is a version of reg that speeds up by absorbing fixed effects. ivreghdfe is its IV version.

So I am wondering if there is a similarly speedier version of probit and ivprobit commands. Is there any? Or is there a roundabout way of achieving this?

[James Park]

By the way, it's totally fine to have a round-about way of achieving this. No need to insist on having just a single command.

[Jeff Wooldridge]

If there are only a small number of observations per identifier then such command for probit or ivprobit would result in an incidental parameters problem. In linear cases it does not.