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Re: st: xtlogit with fe for rare events


From   Marc Peters <[email protected]>
To   [email protected]
Subject   Re: st: xtlogit with fe for rare events
Date   Fri, 29 Jun 2012 17:51:13 +0200

Thank you, Austin! I guess there isn't much I can do.

Best,

Marc

On Fri, Jun 29, 2012 at 5:19 PM, Austin Nichols <[email protected]> wrote:
> Marc Peters <[email protected]>:
> That is appropriate--if you think there is unobserved heterogeneity
> that calls for -xtlogit, fe- or -clogit- then you need to drop the
> cases with no variation in outcomes. You have a small sample (of cases
> with variation in outcomes)--better to accept that fact. You can
> cluster SE in a pooled -logit- as well, but you will get biased point
> estimates from -logit- in the case that the assumptions for -xtlogit,
> fe- are met.
>
> On Fri, Jun 29, 2012 at 9:07 AM, Marc Peters <[email protected]> wrote:
>> Dear all,
>>
>> I am running logistic regressions with CSTS data using Statas xtlogit
>> with fixed effects. My dependent variable is quite rare and 2/3 of all
>> the groups do not have any positive outcomes during the 20 years I
>> have in my dataset. As a consequence all these groups are excluded and
>> I end up with a relatively small sample. I wonder if you have any
>> suggestions on how to improve the model? Are there any way to
>> circumvent this problem, but still cluster the standard errors?
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