Re: st: Question about xtlogit and temporal dummy variables

[Jacob Model <jacob.model@gmail.com>]

Thanks, Austin. That's super helpful.

-Jacob

On Sat, Mar 1, 2014 at 5:23 AM, Austin Nichols <austinnichols@gmail.com> wrote:
> Jacob Model <jacob.model@gmail.com>:
> 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 <jacob.model@gmail.com> 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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