Hi everyone,

In my dataset there is a categorical variable "nationality" that takes on 36 values, depending on the Country of origin of my observations. I therefore created 35 dummy variables that take value 1 for each country and 0 otherwise.

How do I carry out a Probit regression in STATA without having listed the coefficients of all these dummies? Should I cluster the (n-1) dummy variables and, if so, how can I do that?

Thanks for any advice you might have on this!