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: xtlogit with fe for rare events


From   Marc Peters <marcpeters32c@gmail.com>
To   statalist@hsphsun2.harvard.edu
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 <austinnichols@gmail.com> wrote:
> Marc Peters <marcpeters32c@gmail.com>:
> 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 <marcpeters32c@gmail.com> 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?
> *
> *   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/

*
*   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