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st: xtlogit regression


From   Dirk Nachbar <Dirk.Nachbar@dwp.gsi.gov.uk>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: xtlogit regression
Date   30 Sep 2005 10:32:45 +0100

Hi

I am running a xtlogit (RE) regression in which I have male and females. In the pooled regression everything seems fine, but if I run xtlogit ... if male==1, STATA does not report the standard errors of the constant term. If I then exclude the constant term, STATA will leave out the standard errors of another explanatory variable. If I run the same model as probit then my standard errors are very large (giving insignificance)

Why is that? Is it an identification issue?

PS: If this appears as HTML I apologize I still haven't figured out how to sent TXT with Lotus Notes.

Dirk Nachbar

Assistant Economist

Pensim2

Department for Work and Pensions

Level 4, The Adelphi

1-11 John Adam St

WC2N 6HT London

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