Hello,
I am trying to estimate a bivariate probit model with random effects.
In my data, I have two binary outcomes (d and p) and only two continues predictors (x and y). d is a function of x and p is a function of y. I also have a variable called group that has two levels: one and two. the observations in each of the two groups are correlated.
If I ignore the group and correlation between the variables, I can use proc qlim as the following:
proc qlim data=test;
model d = x;
model p = y;
endogenous d p ~ discrete;
run;
But how can I model the random effects and consider for the fact that observations within the same groups are correlated?