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st: F test for fixed effect logit?


From   "Robert Bozick" <robertbozick@hotmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: F test for fixed effect logit?
Date   Wed, 10 Nov 2004 11:36:19 -0500

Hi Stata Users -

I am estimating a fixed effect logit model with persons as my fixed unit. I want to test whether there is sufficient variation among persons to justify the use of a fixed effects model. In a fixed effects model (xtreg), STATA provides an F test following the model testing whether there is variation in the person specific interceptss are equal to zero. I noticed when estimating a fixed effects logit model (xtlogit) that there is no corresponding test.

My two questions are:

(1) Is there a corresponding F test for a fixed effect logit model?

(2) If not, is there a way for me to test whether there is significant variation in the person-specific intercepts in a fixed effect logit framework?

Thanks,
Robert

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