STATA11.0 帮助里写了原因:
xtprobit fits random-effects and population-averaged probit models.  There is no command for a
    conditional fixed-effects model, as there does not exist a sufficient statistic allowing the
    fixed effects to be conditioned out of the likelihood.  Unconditional fixed-effects probit
    models may be fit with probit command with indicator variables for the panels.  However,
    unconditional fixed-effects estimates are biased.