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From |
"reardon, sean f." <sreardon@stanford.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: xtlogit dropping all variables |

Date |
Mon, 1 Aug 2005 16:56:41 -0700 |

jenny -- sam is right about fixed effects models dropping variables that do not vary within units -- but in this case jenny has specified the grouping variable as "cnty" -- which she says is a county variable. since sex of physicians presumably varies within counties, it is not being dropped for this reason, i suspect. so i suspect there is either something wrong with the data or something wrong with xtlogit; the latter is unlikely, as xtlogit has been around in stata for awhile. i'd suggest looking closely at the data to make sure things are coded as you think -- particularly the outcome variable. in addition, you might try running the same model using xtreg, fe instead to see if the same problem occurs. you might also run the model with a single variable at a time to see if there is a problem variable in there. unrelated perhaps to the estimation problem, the model you have specified may be more propoerly specified as a multi-level survival model. there are problems with such models when time-varying covariates are included (i can't tell from your note, but they may be), and there are also some interpretation issues to consider, given that the sample potentially changes over time in different ways in each county in each county because of differential survival rates. for more on such models, see reardon, brennan, & buka (2002) "estimating multilevel discrete time hazard models using cross-sectional data: neighborhood effects on the onset of cigarette use." multivariate behavioral research 37/3: 297-330. Jennifer S Barber, Susan A Murphy, Natalya Verbitsky (2004) "Adjusting for Time Varying Confounding in Survival Analysis" Sociological Methodology 34:1 163-192 sean. _____________________________ sean f. reardon associate professor of education and (by courtesy) sociology school of education 485 lasuen mall, #315 stanford university stanford, ca 94305-3096 650.736.8517 (office phone) 650.725.7412 (office fax) sean.reardon@stanford.edu _____________________________ -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of SamL Sent: Monday, August 01, 2005 4:04 PM To: statalist@hsphsun2.harvard.edu Cc: SamL@demog.berkeley.edu Subject: Re: st: xtlogit dropping all variables 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) > ------------------------------------------------------------------------ ------ > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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