  We present the Stata commands probitfe and logitfe, which estimate probit and
logit panel data models with individual and/or time unobserved effects. Fixed
effect panel data methods that estimate the unobserved effects can be severely
biased because of the incidental parameter problem (Neyman and Scott, 1948). We
tackle this problem by using the analytical and jackknife bias corrections
derived in Fernandez-Val and Weidner (2016) for panels where the two dimensions
($N$ and $T$) are moderately large. We illustrate the commands with an
empirical application to international trade and a Monte Carlo simulation
calibrated to this application.
