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Re: st: Interactions term in xtlogit model.

From   Maarten Buis <>
Subject   Re: st: Interactions term in xtlogit model.
Date   Wed, 12 Oct 2011 16:17:35 +0200

On Wed, Oct 12, 2011 at 12:36 PM, natasha agarwal wrote:
> Following Stata tip 87, I estimated the following model
> xtlogit expdum lnk lnw lntfp age0 fdi_e lnexportfdi_pure e y14-y18, or
> fe        (where fdi_e=lnexportfdi_pure*e and e is a dummy)
> margins, over(e) expression(exp(xb())) post
> and I get the following result
> 0    (not estimable)
> 1    (not estimable)

The point of that Stata tip is that you should look at odds ratios,
which you already got by specifying the -or- option in -xtlogit-.
Trying to estimate odds differences is a lot harder when you have
covariates, and especially within a random or fixed effects context.
So I would forget about the latter.

Hope this helps,
Maarten (author of that Stata tip)

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen

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