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Re: st: xtlogit dropping all variables


From   SamL <saml@demog.berkeley.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit dropping all variables
Date   Mon, 1 Aug 2005 16:04:29 -0700 (PDT)

Not knowing your data, I cannot be sure if this is the reason for all the
variables.  But, it is likely the reason for some.  xtlogit is a fixed
effects model and the basic fixed effects models does not allow variables
that are invariant for a unit.  So, variables like sex do not change
across periods.  A person is the same sex every time they are observed.
So, there is no variation on this variable across observations for a
person, so the variable is dropped.

Any such variable, that does not have within-person variation, will be
dropped.

Hope this helps.
Sam

On Mon, 1 Aug 2005, Jenny Xin Liu wrote:

> Any comments or advice you may have are highly appreciated.
>
> We cannot figure out what is going on with the logit model that we are running. We have panel data
> on all physicians in California and are estimating the probability that they leave California.
> When running linear and probit models using the same dataset and variables, we are able to obtain
> estimates, which are similar to each other.  However, when running the xtlogit command using fixed
> effects and grouping on county, stata gives us the following output (in addition to it taking a
> very long time to run).
>
> Does anyone have any ideas why all the variables are being dropped out?  Thank you.
> Jenny Liu
>
> xtlogit leave age sex CAborn foreign CAres loclos y1998 y1999 y2000 y2001 y2002 mcalpct hospdum
> medpsydum surgobdum  hospratio medpsyratio surgobratio bedsratio oldpct bdiscord hdiscord adiscord
> bdisxlos hdisxlos adisxlos hmoratio incratio, fe i(cnty)
>
> note: multiple positive outcomes within groups encountered.
> note: 7 groups (39 obs) dropped due to all positive or
>        all negative outcomes.
> Iteration 0:   log likelihood = -8.988e+307
>
> Conditional fixed-effects logit                 Number of obs      =     11467
> Group variable (i) : cnty                       Number of groups   =        43
>
>                                                  Obs per group: min =         2
>                                                                 avg =     266.7
>                                                                 max =      3681
>
>                                                  LR chi2(28)        =         .
> Log likelihood  =          .                    Prob > chi2        =         .
>
> ------------------------------------------------------------------------------
>         leave |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>           age |  (dropped)
>           sex |  (dropped)
>        CAborn |  (dropped)
>       foreign |  (dropped)
>         CAres |  (dropped)
>        loclos |  (dropped)
>         y1998 |  (dropped)
>         y1999 |  (dropped)
>         y2000 |  (dropped)
>         y2001 |  (dropped)
>         y2002 |  (dropped)
>       mcalpct |  (dropped)
>       hospdum |  (dropped)
>     medpsydum |  (dropped)
>     surgobdum |  (dropped)
>     hospratio |  (dropped)
>   medpsyratio |  (dropped)
>   surgobratio |  (dropped)
>     bedsratio |  (dropped)
>        oldpct |  (dropped)
>      bdiscord |  (dropped)
>      hdiscord |  (dropped)
>      adiscord |  (dropped)
>      bdisxlos |  (dropped)
>      hdisxlos |  (dropped)
>      adisxlos |  (dropped)
>      hmoratio |  (dropped)
>      incratio |  (dropped)
> ------------------------------------------------------------------------------
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