Thank you for the reply.
My CSTS is composed of 33 firms and 22 years. the dependant variable takes 3
values. does 33 years mean "lots of observations for each cross section"?
anyway i'll try to use time dummies.
Scrive Clive Nicholas <[email protected]>:
> Edlira Nazarani wrote:
>
> > I'm trying to run a mlogit using cross-sectional time series data.
> > Is it right to run as:
> > mlogit depvar indepvar , cluster i(ind)
> > or
> > should i use instead a xtlogit as:
> >
> > xtlogit depvar indepvar,re i(ind)
>
> If your dependent variable really is multinomial, my personal preference
> would be to use -mlogit- but, if possible, to use time dummies on the RHS
> of the equation. This should work especially if you have lots of
> observations for each cross-section.
>
> CLIVE NICHOLAS |t: 0(044)191 222 5969
> Politics |e: [email protected]
> Newcastle University |http://www.ncl.ac.uk/geps
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