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Re: st: xtlogit: panel data transformation's recast to double makes model incomputable


From   Tom <tommedema@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtlogit: panel data transformation's recast to double makes model incomputable
Date   Wed, 3 Apr 2013 11:13:39 +0200

Hi Nick,

They are time series. `tsset` returns:

panel variable:  ticker_id (unbalanced)
time variable:  date, 101 to 532
delta:  1 unit

Each group has its own continuous time frame, ranging from 101 to 532
(the first 100 dates have been dropped because they were required to
create lagged variables).

The only issue that I could possible see arising from time series is
that the dates are not "synchronised" inbetween groups. With this I
mean that t == 200 is a different point in time for id == 1 than t ==
200 for the group with id == 2.

But I don't think time series are the issue because clogit is not
using them (it only uses the panel id variable), and it is returning
exactly the same results as xtlogit.

I was hoping that something obvious would arise from the many log
files I submitted a couple of posts back :)

Tom


On Wed, Apr 3, 2013 at 10:04 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> As if there weren't enough problems, what is the assumption here about
> time series structure? I may have missed something in a complicated
> thread, but the original data look like time series to me.
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