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st: gllamm vs xtlogit: repeated obs & dummy variables


From   "Rodolfo Espino III" <rudy@polisci.wisc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: gllamm vs xtlogit: repeated obs & dummy variables
Date   Mon, 10 Feb 2003 17:44:06 -0600

I am familiarizing myself with 'gllamm' and have a question regarding a difference from 'xt'.  I have panel-data (2 level model) with binary outcomes.  In using 'xtlogit', I can include an entire set of mutually exclusive dummies (e.g., if there are three dummies for race, you can include all three).  In the equivalent 'gllamm' model, I receive a conformability error.  In most other Stata commands (e.g., regress) Stata catches your error and will automatically drop one of the variables for you.

I was curious as to why 'xt' would allow the entire set of categorical indicators and why 'gllamm' does not.  Is there a difference between the two in the way repeated observations are treated?

Thanks,

Rudy Espino

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