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st: RE: xtlogit
Maria [email@example.com] asked:
>I've run a random effects model using xtlogit (attaching output below) and
>have two questions:
>1) what does the note at the end of the output "77 completely determined
>2) How are sigma_u and rho estimated and what could be the reasons to not
>get an estimate?
>I can give more details about what I'm trying to do if necessary.
>Does anyone can help me?
Please, look at the FAQ for completely determined observations for -logit-
(it also applies to completely determined panels for -xtlogit-):
Regarding rho and sigma:
- rho is obtained as: rho = (sigma_u)^2 / ((sigma_u)^2 + (sigma_e)^2)
Where sigma_u and sigma_e correspond to the unobserved individual
specific component and the idiosyncratic component of the error term:
error = u_i + e_i_t
(See page 135 of the cross-sectional time-series manual for details)
- sigma_u, is the standard deviation of the random effect term, which
measures the degree of heterogeneity in u_i
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