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Re: st: predict fixed effect using xtlogit fe


From   "Clive Nicholas" <Clive.Nicholas@newcastle.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: predict fixed effect using xtlogit fe
Date   Thu, 13 Oct 2005 09:11:40 +0100 (BST)

Fei Deng wrote:

>    Is there a way to predict the fixed effects after xtlogit fe? For
> example, after xtlogit y x1 x2 x3, i(hid) fe, it seems to me the predict
> (xb) command doesn't include the household specific fixed effect. If I
> really want to know the household specifix fixed effect, is there a way
> to get it? Will the gllamm report the fixed effects?

Using a play dataset, with "sex" as the fixed effect, is this what you're
looking for?

. use http://www.stata-press.com/data/r9/choice.dta

. xtlogit choice car income size dealer, i(sex) fe
note: multiple positive outcomes within groups encountered.

Iteration 0:   log likelihood = -456.52627
Iteration 1:   log likelihood = -456.50694
Iteration 2:   log likelihood = -456.50694

Conditional fixed-effects logistic regressionNumber of obs      =       885
Group variable (i): sex                      Number of groups   =         2

                                             Obs per group: min =       237
                                                            avg =     442.5
                                                            max =       648
                                             LR chi2(4)         =    201.00
Log likelihood  = -456.50694                 Prob > chi2        =    0.0000

---------------------------------------------------------------------------
   choice |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------+----------------------------------------------------------------
      car |   -.629198     .25357    -2.48   0.013    -1.126186   -.1322099
   income |  -.0058063   .0069054    -0.84   0.400    -.0193407    .0077281
     size |   .1585559   .0916049     1.73   0.083    -.0209865    .3380983
   dealer |   .0869242   .0282616     3.08   0.002     .0315326    .1423158
---------------------------------------------------------------------------

. predict effect, xb

. tab sex, sum(effect)

            |    Summary of Linear prediction
        sex |        Mean   Std. Dev.       Freq.
------------+------------------------------------
     female |  -.30800892   1.0851767         237
       male |  -.18530048   1.0952779         648
------------+------------------------------------
      Total |  -.21816138   1.0933217         885

If so - and perhaps there is a more elegant way of doing it than this -
you can also acheive the same result by:

. clogit choice car income size dealer, group(sex) [or]

If not, I'm stumped!

CLIVE NICHOLAS        |t: 0(044)7903 397793
Politics              |e: clive.nicholas@ncl.ac.uk
Newcastle University  |http://www.ncl.ac.uk/geps

Whereever you go and whatever you do, just remember this. No matter how
many like you, admire you, love you or adore you, the number of people
turning up to your funeral will be largely determined by local weather
conditions.

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