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st: AW: actually vs. reported dropped observations xtlogit


From   "Klaus Pforr" <kpforr@googlemail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: actually vs. reported dropped observations xtlogit
Date   Thu, 15 Nov 2012 11:57:19 +0100

<>

Dear Florian,

the fe-model drops all observations without within-group variance of the
dependent variable, whereas the re-model drops only observation for which
the dependent variable can be perfectly predicted with the independet
variables. Therefore, the number of observations for fe can be lower as for
the re.

webuse union, clear
xtlogit union age grade, fe
xtlogit union age grade, re

you can force to use the same estimation sample by restriction to e(sample).

webuse union, clear
xtlogit union age grade, fe
xtlogit union age grade if e(sample), re

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 Seliger Florian
Gesendet: Donnerstag, 15. November 2012 10:50
An: 'statalist@hsphsun2.harvard.edu'
Betreff: st: actually vs. reported dropped observations xtlogit

Dear Statalist,
 
Using a fixed effects logit model (xtlogit, fe), STATA reports that it drops
N=3540 observations because all positive or all negative outcomes.
This is understandable given the way how "xtlogit, fe" works.
 
However, in the corresponding random effects model, we have N=4246
observations.
In the fixed effects model, we have N=984 observations.
 
4246-984=3262 !
 
3263 is smaller than 3540. Hence, STATA reports to have dropped more
observations than it actually did.
 
Do you have an explanation?
 
 
Thank you for your consideration.
 
 
 
Best wishes,
Florian 
 


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