Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: xtreg, fe and xtlogit, fe


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtreg, fe and xtlogit, fe
Date   Thu, 13 Oct 2011 16:18:55 +0200

On Thu, Oct 13, 2011 at 4:04 PM, natasha agarwal wrote:
> I was trying to estimate the following model
>
> xtreg x  a y y*g, fe vce(robust)
> xtlogit x a y y*g, fe
>
> I get that the both y and the interaction term is insignificant in the
> xtreg, fe model while y is significant and the interaction term is
> insignificant in the xtlogit, fe model.
>
> I fail to understand the discrepancy I observe in the results.

You get different results because the models measure different things.
Linear regression is all about differences, while logistic regression
is all about ratios.

Hope this helps,
Maarten

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


http://www.maartenbuis.nl
--------------------------

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index