I am wondering if there are any direct commands for the Mundlak Correction for Logit Model? I know how to do Mundlak correction with generic codes as below. However, I do not know if there are any direct commands for Mundlak correction for Logit/ Probit model in the case there are too many independent variables.
Code:
xtset id year egen x1bar = mean(x1), by(id) ... egen xKbar = mean(xK), by(id) probit y x1 x2 ... xK x1bar ... xKbar d2, cluster(id)
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