Utility Model Probit or Logit?

Dear all,

I'm trying to estimate a utility model in stata , but don't know where to start. My utility model is a dynamic programming model, based on the life-cycle of consumption and savings.. I have been able to work out all the recursive equations but have no clue on how to implement this into a statistical model/ neither which model to use. Does one of you have any idea on how to do this? Thank you in advance.