search for: xtprobit

...rom the other and then performs the regression for all yearctry values and finally produces me the result Is there any other model recommended that should do the job other than the glm???If Yes please help how? Let me give you the exact command that Stata uses, so that things become very clear: *xtprobit s age gender gemeduc gemhinc es_gdppc imf_pop estbbo_m, i(yearctry)* This does exactly what I wish to accomplish in R, ie does the heckman selection equation for the selection variables (seven in my case) based upon the uniqueness of "yearctrty" I have worked weeks on this, kindly help...