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st: xtlogit vs gllamm6


From   "Wiji Arulampalam" <Wiji.Arulampalam@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtlogit vs gllamm6
Date   Wed, 26 Feb 2003 13:55:15 +0000

Dear All,

I have been having problems receiving messages from the list for the past one week and I am sorry if this message has already come through and someone has already replied to it. Since I desparately need an answer to this I am posting it again.
 
 

I have run the same model using gllamm6 as well as xtlogit.
Here is the the summary of results I have got:

gllamm6:
command issued: gllamm dp time....., family(binomial) link(logit) i(uni)
no of level 1 units=22321
no of level 2 units=19
log lik=-2958.4172
level 2 var=0.12045214

xtlogit:  (this is the RE)
command issued: xtlogit dp time..., re i(uni)
number of obs=22321
number of groups=19
log likelihood = -2797.01
comparison model last reported lok lik=-2973.4769
fitted full model rho=0.0 log lik = -2814.1954
sigma u = 0.3358706
Note: 1 compeltely determined panel

My questions are:
(1) why are the two log lik different (parameter estimates are different too)?
(2) under xtlogit, why is the simple logit lik different to the starting one with rho=0.0?
(3) Why am I getting the "Note: 1 completely determined panel" the comment at the end of the xtlogit set of results?
(4) Does this mean that xtlogit has dropped some observations from the estimation. This is the obvious reason why the log likelihood value has gone up. But then why does it still give me the same numebr of obs and groups as what I was expecting to get - same as gllamm?

Any help in solving this mystery would be very much appreciated.

cheers
wiji



=================================
Professor Wiji Arulampalam,
Department of Economics,
University of Warwick,
Coventry,
CV4 7AL,
UK.
Tel: +44 (24) 7652 3471
Sec. Tel: +44 (24) 7652 3202
Fax: +44 (24) 7652 3032
email:  wiji.arulampalam@warwick.ac.uk
http://www.warwick.ac.uk/fac/soc/economics/staff/faculty/arulampalam/
RES2003: http://www.warwick.ac.uk/res2003/

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