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Re: st: Question about xtlogit and temporal dummy variables


From   Austin Nichols <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: Question about xtlogit and temporal dummy variables
Date   Sat, 1 Mar 2014 08:23:51 -0500

Jacob Model <[email protected]>:
Yes, you should add temporal variables to estimate the baseline
hazard. The xtlogit or xtcloglog commands then assume that unobserved
heterogeneity in frailty is driven by normally distributed
proportional shifts around the baseline hazard.
. findit Jenkins
for other related models and a web book covering discrete time
proportional hazard models.

On Fri, Feb 28, 2014 at 5:40 PM, Jacob Model <[email protected]> wrote:
> I had a question about Beck, Katz and Tucker (1998)'s recommendation
> for using temporal dummies to approximate a proportional hazard model.
> (http://www-personal.umich.edu/~franzese/BeckKatzTucker.TakingTimeSeriously.AJPS1998.pdf)
>
> I was trying to understand exactly if temporal dummies are necessary
> (or desirable) when using xtlogit to estimate a discrete time event
> history model.
>
> I wasn't sure (and couldn't really tell in reading the documentation)
> to what extent xtlogit already incorporates this in its estimates or
> does the user have to specify them? Or if specifying them might
> interact with any correction that xtlogit does already.
>
> Thanks for your input!
>
> Best,
> -Jacob
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