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Re: st: Is there anything in logit similar to the absorb option in areg?

From   Ulrich Kohler <>
Subject   Re: st: Is there anything in logit similar to the absorb option in areg?
Date   Wed, 26 May 2010 11:33:16 +0200

On Wed, 26/5/10, Leigh Lee wrote:
> > In areg, absorb option accomodats a large number of
> > dummies.  Is there anything simiar in the routine to
> > estimate logit (or probit)?

Marten Buis:
> -areg- is a (outdated) way of doing a fixed effects 
> regression. However, the trick of adding dummies in order
> to estimate a fixed effects regression does not work in
> non-linear models. The "classic reference" on this list
> regarding this issue is:
> <>
> If you want to do a fixed effects regression use -clogit-
> instead.

I sometimes use -areg- to just hide from the output the coefficients for
large sets of dummy variables that are not of primary interest. Think of
a set of dummy variables for countries of the EU, for example. An option
-hide(varlist)- would come in handy, sometimes. Meanwhile you can
achieve something similar for other models with

. sysuse auto, clear
. quietly logit for mpg i.rep78
. estimates table, drop(1.rep78 2.rep78 3.rep78 4.rep78 5.rep78)

or, in this case:

. estimates table, keep(mpg _cons)


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