[Limdep Nlogit List] Random effects probit

[Wiji Arulampalam]

Hello,
 
This is a question about RE probit in Nlogit/Limdep.
 
Does anyone know whether I can allow the random effects to be different
between two groups  where the groups can be based on either of the two
indexes.
 
i.e. if there are two indexes i and t, I want the unobserved
heterogeneity variance to be different say in period 1 to that of period
2 where each i has T time observations.  Period 1 and period 2 are
subdivisions of T.
 
many thanks
 
best
wiji
 
 
 
=================================
Professor Wiji Arulampalam,
Department of Economics,
University of Warwick,
Coventry,
CV4 7AL,
UK.
Tel: +44 (24) 7652 3471
Sec. Tel: +44 (24) 7652 3202
Fax: +44 (24) 7652 3032
email:  wiji.arulampalam at warwick.ac.uk
http://www.warwick.ac.uk/go/arulampalam/

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