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st: AW: Is it possible to absorb the fixed effect after xtlogit?


From   "Klaus Pforr" <kpforr@googlemail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Is it possible to absorb the fixed effect after xtlogit?
Date   Thu, 12 Jul 2012 16:59:28 +0200

Dear Bart,

fixed effects logistic regression is a conditional logisitic regression
(help clogit). This means, that individual heterogeneity is not and cannot
be estimated for the fixed effects logistics regression. The solution with
panel group indicators from the linear models leads to inconsistent
esimators for categorical outcomes. For an easy introduction see Allison,
Paul (2009): Fixed Effects Regression Models.

best 

Klaus

__________________________________

Klaus Pforr
GESIS -- Leibniz Institut für Sozialwissenschaft
B2,1
Postfach 122155
D - 68072 Mannheim
Tel: +49 621 1246 298
Fax: +49 621 1246 100 
E-Mail: klaus.pforr@gesis.org
__________________________________


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Bart Crum
Gesendet: Donnerstag, 12. Juli 2012 16:42
An: statalist@hsphsun2.harvard.edu
Betreff: st: Is it possible to absorb the fixed effect after xtlogit?

Dear Statalist,

I am curently working on a research project involving logistic regressions.
Since I am interested in the fixed effects of the models used, I use the
xtlogit fe command.
Most importantly I want to know the absorbed values of the fixed effect. So
basically I want to execute the predict name, d command which is used after
areg varlist, absorb.
However, it seems that it is not possible? Is that right? Is there a way to
get it? Thanks!
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