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Re: st: reference for simulation of biased estimates with logit and dummies

From   "Arne Risa Hole" <>
Subject   Re: st: reference for simulation of biased estimates with logit and dummies
Date   Thu, 7 Feb 2008 11:53:49 +0000

Hi Rosy,

I don't know whether the simulations by Gould et al. were published
but you might find this paper useful:



On 07/02/2008, Rosy Reynolds <> wrote:
> Hi,
> I have data where I expect clustering by centre, and have read repeatedly on
> Statalist that adding centre dummies to represent fixed effects produces
> biased estimates unless the number of observations in each centre is large.
> David Harless in Oct 2007
> ( helpfully
> pasted a detailed explanation from Bill Gould and Vince Wiggins from Feb
> 2000, which includes mention of a simulation study showing that the bias
> really matters: "In the case of logistic regression, however, the estimates
> one obtains from including all the dummies are biased and, even as
> n->infinity, that bias never goes away. Vince Wiggins <>
> and I recently simulated this and discovered that this not a sterile,
> theoretical argument -- the estimates on obtains for the parameters are
> genuinely bad." I think the same simulation was alluded to again in 2003
> ( and 2007
> (
> I would like to cite this simulation, or something similar, but have not
> managed to find any more detail. Could anyone please direct me to a
> reference or confirm that it was internal work and not formally published?
> (I was also unable to find the Feb 2000 Statalist entry. It seems that the
> archive does not go back so far. Is that right?)
> Thanks to anyone and everyone who can help.
> Rosy Reynolds
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