Jeffrey M. Wooldridge, "Simple Solutions to the Initial Conditions Problem in Dynamic, Nonlinear Panel Data Models with Unobserved Effects", Journal of Applied Econometrics, Vol. 20, No. 1, 2005, pp. 39-54. I obtained these data from the JAE data archive. They were used earlier in F. Vella and M. Verbeek, "Whose Wages Do Unions Raise? A Dynamic Model of Unionism and Wage Rate Determination for Young Men," Journal of Applied Econometrics 13, 163-183. I have dropped variables that I did not use, and I have added the needed leads and lags to implement the dynamic, unobserved effects probit model. There are 545 cross-sectional observations in the file. For each man, there are eight years of data, 1980 through 1987. The data are sorted first by nr (person identifier) and then by year. Each row contains 24 entries, representing the data on the variables list below for a particular (i,t) pair. Two files are contained in jmw-data.zip: union.raw is a text file, and union.dta is a Stata 7.0 file. Variable Definitions: nr person identifier year 1980 through 1987 black =1 if black married =1 if married educ years of schooling union =1 if in union d81 =1 if year == 1981 d82 =1 if year == 1982 d83 =1 if year == 1983 d84 =1 if year == 1984 d85 =1 if year == 1985 d86 =1 if year == 1986 d87 =1 if year == 1987 union80 union in 1980? union_1 lagged union for year > 1980 marravg time avg. of married educu80 educ*union80 marr81 married in 1981? marr82 married in 1982? marr83 married in 1983? marr84 married in 1984? marr85 married in 1985? marr86 married in 1986? marr87 married in 1987? If you have questions, contact: Jeffrey M. Wooldridge Department of Economics Michigan State University East Lansing, MI 48824-1028 email: wooldri1@msu.edu