Panel probit in Python
问题 My dataset ( "prob" ) is an unbalanced panel, looking like: index x1 x2 x3 y (dummy 0/1) (100, Timestamp('2016-01-26 09:10:00')) 19.9 13.44 -0.006 0 (100, Timestamp('2016-01-26 09:15:00')) 17.2 13.25 -0.046 0 (200, Timestamp('2016-01-26 09:20:00')) 19.4 19.06 0.04 1 I would like to estimate a panel probit model in Python (y is my left-hand side variable, x1, x2, x3 are the right-hand side variables). Panel entity shoud be the IDs, which are in the first part of dataframe index (100, 200, etc.