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Re: Re: st: Clustered errors with fixed effects in Stata 8


From   nicola.baldini2@unibo.it
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: Clustered errors with fixed effects in Stata 8
Date   Sun, 09 Mar 2008 10:51:05 +0100

Please note that
"For logistic regression models, it is well known that estimation of fixed-effects models by the inclusion of dummy variables yields inconsistent estimates of b (Hsiao 1986) due to the “incidental parameters” problem (Kalbfleisch and Sprott 1970), while conditional estimation does not suffer from this problem."
Allison and Waterman, FIXED-EFFECTS NEGATIVE BINOMIAL REGRESSION MODELS, Sociological Methodology, 32, page 249

Nicola

At 02.33 06/03/2008 -0500, you wrote:
>For FE you can include dummies. Here you pick up
>unobserved characteristics that do not vary over time.
> For clustering use: cluster (varname) this will pick
>up the within correlation.    You can also include
>dummies instead of clustering which means that you 
>allow for differences in the average level of across
>villages in addition to adjusting for the SE
>(intra-group and between group correlation). 
>
>see:
>http://www.gseis.ucla.edu/courses/ed230bc1/notes3/cluster.html
>
>[...]

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