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Throughout, binary panel probit models are considered, where an underlying latent continuous random variable crosses a threshold. The estimation procedures considered are (1) marginal maximum likelihood (ML) estimation using Gauss--Hermite quadrature, (2) generalized estimating equations (GEE) techniques and, (3) the MECOSA (`mean and covariance structure analysis') approach proposed by Schepers et al. [The analysis of non-metric endogenous variables in latent variable models: the MECOSA approach. J. Gruber (ed.), Econometric Decision Models: New Methods of Modelling and Applications, Lect. Notes Econ. Math. System. 366, 459--472 (1991)] for hierarchical mean and covariance structure models. The results show that for small and moderate sample sizes calculation of the MECOSA estimators is problematic because of convergence problems and a tendency to underestimate the root mean squared errors. 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