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st: fixed effect logit vs naive logit


From   "Ali Karim" <Ali_Karim@jsi.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: fixed effect logit vs naive logit
Date   Thu, 17 Nov 2005 18:43:51 -0500

Dear subscribers:
I was wondering if there is any way I can test whether the fixed-effects logit model is a better fit than the na´ve logit model.

for example:
xtlogit outcome age sex race,i(id) fe
vs.
logit outcome age sex race

The only way I figured to do this is to run a logit model with dummies for id, then run the test for all the dummies jointly equals zero.

Thanks in advance.

Ali


Ali Mehryar Karim 
Senior Quantitative Analyst
DELIVER/John Snow, Inc. (JSI)
1616 N Fort Myer Dr, 11th Floor
Arlington, VA 22209
ph: 703-528-7474; fx: 703-528-7480
visit the DELIVER website: deliver.jsi.com

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