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st: clogit


From   "Caroline Xu" <caroxu@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: clogit
Date   Sat, 22 Apr 2006 23:29:06 -0400

Dear Statalist,

I use "clogit" to control some individual fixed effects and got this message.
"note: multiple positive outcomes within groups encountered.
note: 1378 groups (1399 obs) dropped due to all positive or
      all negative outcomes."
The number of observations dropped is almost 1/3 of the total number
of observations. Will this cause any problem on the estimated results?

After control for the individual fixed effects, the PseudoR2 increase
from 0.12 (logit model) to 0.60. I'm not sure what this implies? It
means unobserved individual effects are very important for making
prediction? or Is this increase in PseudoR2 caused by the drop of # of
observations?

If I want to control for both year and individual fixed effects in the
logit model, what should I do?

Thanks a lot,

Caro

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