Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


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

st: xtlogit, pa questions


From   Kim Peeters <[email protected]>
To   Statalist <[email protected]>
Subject   st: xtlogit, pa questions
Date   Tue, 6 Mar 2012 02:34:04 -0800 (PST)

Dear,

I am analyzing a population averaged logit model for panel
data (xtlogit, pa), which is equivalent to a Generalized Estimating Equation
model (xtgee) when the link function is logit, the distribution of the response
variable is binomial and the correlation structure within the response variable
is exchangeable.

I have read numerous papers and text books (including
Generalized Estimating Equations by Hardin and Hilbe (2003)) but I have some unresolved questions:

1. I report the odds ratio for each independent
variable. I suppose that the interpretation of the odds ratio is similar to the
interpretation of odds ratios in the standard logistic regression. Is this
correct?
2. When I adjust my standard errors for clustering,
the obtained semi-robust standard errors are smaller than the standard errors I
obtain when I do not adjust my standard errors for clustering? This appears to
be counter-intuitive? Is this phenomenon valid and how should I interpret this?
3. Within each cluster, the response variable is
always the same (either 0 or 1). As such, is a population averaged logit modeling
approach still
statistically valid?

Thank you for any help you can provide.

Best regards,
Kim

*
*   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 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index