Stata Panel Data Exclusive !!better!! Now

xtdpdgmm y L(1/2).y x1 x2, gmmstyle(y, lag(2 3)) ivstyle(x1) collapse vce(robust)

melogit y x1 x2 || id: x1, covariance(unstructured) This allows the effect of x1 to vary across panel units—something fixed effects cannot do. stata panel data exclusive

melogit y x1 x2 || id: , or Why exclusive? Because you can model random slopes: xtdpdgmm y L(1/2)