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st: RE: Re: RE: fixed effect logit model


From   <Anna-Cristina.DADDIO-DEVAUX@oecd.org>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Re: RE: fixed effect logit model
Date   Wed, 27 Oct 2004 14:40:48 +0200

You can download it from the cemmap web site. The title is "non-linear model
with Panel data".
Just follow the link
http://cemmap.ifs.org.uk/docs/cwp1302.pdf

anna
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Levy Lee
Sent: 27 October 2004 14:34
To: statalist@hsphsun2.harvard.edu
Subject: st: Re: RE: fixed effect logit model


Dear Professor,

   Can you please give me the title of Honoré (2002) paper? i am sorry i am
not familar with this literature


thanks a lot

Levy


----- Original Message ----- 
From: <Anna-Cristina.DADDIO-DEVAUX@oecd.org>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, October 27, 2004 4:40 PM
Subject: st: RE: fixed effect logit model


> The short answer to your first question is because this is the nature 
> of
the
> FE logit model.
> Indeed it only uses observation that switch from one period to the 
> other
(1
> to 0) or (0 to 1).
> A comprehensive survey of fixed effects panel data models is in Honoré 
> (2002). Or you can look at Chamberlain, G. (1985): "Heterogeneity, 
> Omitted Variable Bias, and
Duration
> Dependence,"
> in Longitudinal Analysis of Labor Market Data, ed. by J. J. Heckman, 
> and
B.
> Singer, no. 10
> 41in Econometric Society Monographs series,, pp. 3-38. Cambridge
University
> Press, Cambridge,
> New York and Sydney.
> anna
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Levy Lee
> Sent: 27 October 2004 10:28
> To: statalist@hsphsun2.harvard.edu
> Subject: st: fixed effect logit model
>
>
> Dear Statalister,
>
>    Just a quick and maybe naive question, why the sample size shrinked
when i
> estimate a fixed effect logit model using an unbalanced panel dataset?
>
>    the question goes like this:
>
>    i firstly estimate estimate an ordinary pulled data logit model 
> with a three year panel of 3107 observations for 1241 firms. when i 
> tried the
fixed
> model, the observation number dropped to 1045 observations, which only 
> captured 427 firms. can you tell me why?
>
> also, why these is no a similar xtprobit model for fixed effect?
>
> thanks
>
> Levy
>
>
>
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