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st: xtabond for logit models?


From   Margit Averdijk <maverdijk@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtabond for logit models?
Date   Mon, 31 Mar 2008 09:43:50 +0000

Dear Stata-listers,

I am using unbalanced panel data (large N, small t) to estimate fixed effects models. I would like to include the lagged dependent variable in the equation, and I am also using some other (exogeneous) predictors. Some of my dependent variables are linear, others are binary.
I am aware that inclusion of the lagged dependent variable introduces endogeneity problems. Therefore, I used xtabond for the linear models to correct for this endogeneity. However, as far as I know there is no such fix for logit models. I was wondering whether anyone might be aware of a similar procedure for logit fixed effects models?

Many thanks in advance,

Kind regards,

Margit Averdijk







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