|From||David Harless <email@example.com>|
|Subject||Re: st: F test for fixed effect logit?|
|Date||Wed, 10 Nov 2004 12:57:22 -0500|
Robert Bozick wrote:
Hi Stata Users -Robert,
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?