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st: RE: predict fixed effect using xtlogit fe


From   "Steve Stillman" <stillman@motu.org.nz>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: predict fixed effect using xtlogit fe
Date   Fri, 14 Oct 2005 00:19:42 +1300

Sorry to disappoint but the correct answer is no.  Fixed effects logit
is a conditional maximum likelihood estimator - the fixed effects are
not and cannot be estimated, they are instead conditioned out of the
model. 

Cheers,
Steve

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Fei Deng
Sent: Thursday, October 13, 2005 2:09 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: predict fixed effect using xtlogit fe


Hi Everyone,
   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?

Thanks,
Fei


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