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Re: st: RE: xtlogit - alternative set and identifier variable - question


From   Klaus Pforr <kpforr@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: xtlogit - alternative set and identifier variable - question
Date   Thu, 30 Aug 2012 09:22:28 +0200

<>

ad multinomial logit: there is to my knowledge still no implementation of a multinomial logit with fixed effects. I'm working on it (http://www.stata.com/meeting/germany11/desug11_pforr.pdf), and will make it publically available probably in autumn this year.

best

Klaus


Am 30.08.2012 01:05, schrieb Clive Nicholas:
Gigi Perry wrote:

Hi everyone,
I'm a Quantitative Marketing PhD student from UC Berkeley. This is my first email to statalist - I'm very excited to join!
Welcome. If only one could bottle your unbridled enthusiasm for
something like this by the truckload, perhaps one could make a fortune
selling it as a new brand of absinthe for statisticians. Or perhaps
not. Anyway, to your questions:

I would like to run xtlogit on a panel data, the fixed effects are for UserID, which repeat for a few WeekYear.
I tried to learn from the example -
. webuse union
. xtlogit union age grade i.not_smsa south##c.year, fe
1. Can you please explain me how Stata knows which variable is the identifier variable for the user from this data (in this case it is idcode)?
By using the -xtset- command, -xtlogit- will automatically pick up
your data's panel unit identifier, thus:

. xtset [ivar] [tvar]

so, in your case

. xtset idcode year

Having -xtset- your data means you can run -xtlogit- without the -i()-
option, as you indeed show in your example.

2. For a multinomial xtlogit, how does Stata know what the alternative set is?
I'm behind the times on version 9, so others may wish to step in, but
have you consulted the help file for -xtlogit- (or, indeed,
-asclogit-) on how to set up the data and specifiying the
alternative-specific constants for your model? Consulting Long and
Freese's latest tome for Stata Press (the reference I give below is
the edition I have to hand; chapter 7 is the one to consult) should
give you plenty of useful tips and tricks.



--
__________________________________
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
__________________________________

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