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st: Question about xtlogit and temporal dummy variables


From   <[email protected]>
To   <[email protected]>
Subject   st: Question about xtlogit and temporal dummy variables
Date   Sat, 1 Mar 2014 15:54:55 +0000

Jacob Model <[email protected]>: 

If you simply applied -xtlogit- to your TSCS (time-series cross-section) data set-up, you would be assuming that the (discrete) hazard were constant.  

The point of the Beck et al. paper is to show to quant political science analysts that TSCS data with a binary outcome variable (BTSCS) are of exactly the same structure that one would use to fit a discrete time hazard regression model.

Hence they recommend creating a set of dummy/binary variables that correspond to the amount of time since the start of the spell (e.g. if modelling onset of peace in year T, then the binary variables indicate the years since war broke out). By using a set of variables in this way, the interval-censored "baseline hazard" is non-parametrically specified. Parametric specification of time-at-risk are also possible. In fact, note that to apply their proposed method 'out of the box' you would use -logit- not -xtlogit-.

Note that if you really want a discrete time PH hazard model, then use -cloglog- rather than -xtlogit-.

Note also the Beck et al.'s section 3.3 on "complications", especially on how to handle multiple spells and left-censored spells.  For the former aspect, you could control for correlations of unobserved factors across spells using -xtcloglog- (allows for normally distributed frailty) -- or -xtlogit- if you wish to persist with a logistic model. For country-year data, -xtset- the data: the iis variable is country and tis variable is year. Left-censoring is rather difficult to deal with, without advanced methods (and assumptions).

I suggest that you consult some standard texts on discrete time survival analysis. There are some citations at the website below my signature

Stephen
------------------
Stephen P. Jenkins <[email protected]> 
Survival Analysis Using Stata: http://www.iser.essex.ac.uk/survival-analysis

------------------------------

Date: Fri, 28 Feb 2014 14:40:33 -0800
From: Jacob Model <[email protected]>
Subject: st: Question about xtlogit and temporal dummy variables

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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