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From |
Kyle Hood <kyle.hood@yale.edu> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: clogit with fixed effects |

Date |
Fri, 20 Mar 2009 21:21:19 -0700 |

See http://www.stata.com/statalist/archive/2009-03/msg00375.html for a discussion of the different possibilities.

Kyle ssamuels@albany.edu wrote:

Isabelle-- Please, next time, as the Statalist FAQ request, show exactly what -xtlogit- command you would like -clogit- to duplicate. I think you misunderstand the relation of -xtlogit- with the "fe" option to -clogit-. They are equivalent, as the manual entries make clear. Run the code below for a demonstration. In fact, the full title of -clogit- is "Conditional (fixed-effects) logistic regression." These commands suppress intercepts for the panels (-xtlogit-) or groups (-clogit-). Since you give no details , I cannot tell if "individuals" and "countries" are the group variables you have used in -clogit-. If you wish to add dummy variables and estimate the intercepts explicitly, use ordinary -logit-. This is a bad idea if you do not have enough observations to estimate the intercepts with good precision. Even if you have enough observations, it is probably still a bad idea. What are you going to do with the intercepts? With hundreds (or thousands) of countries and individuals, you will get pages of output. Instead, consider -xtmelogit-, which will allow you to model random slopes in addition to random intercepts. Unlike -clogit- and -xtlogit, fe-, -xtmelogit- followed by -predict- will estimate useful predicted probabilities, including probabilities for groups, considered as random effects. -Steve *************BEGIN CODE******************** webuse union, clear xtset idcode xtlogit union age, fe clogit union age, group(idcode) **********END CODE********************* On Mar 19, 2009, at 3:08 PM, Isabelle.Roux@ehess.fr wrote: Dear Statalisters, I would like to run a conditional logit and add individual and countries fixed effects, but I dont find the command which corresponds to *xtlogit...fe* for the conditional logit model: it seems that it does not exist. So I am to create dummies and add them in the traditional conditional model. Do you think it is a good idea? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

-- Kyle Hood Department of Economics Yale University New Haven, CT website: http://www.econ.yale.edu/~kkh25/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: clogit with fixed effects***From:*ssamuels@albany.edu

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