Hi Grazia,
Look at the xt family of commands for time series panel data. In particular xtlogit. For example the command for your regression would look like this: xtlogit y x1 x2 x3, i(firm) fe
You will also find a host of diagnostics in the manuals or in the help file.
Hope this helps,
Doug
---------- Original Message ----------------------------------
From: [email protected]
Reply-To: [email protected]
Date: Tue, 6 Jan 2004 20:17:45 +0100
I have an unbalanced panel of firms and times and three other explanatory
variables.
I want to estimate a fixed effect model with fixed effects for: firms and time.
My dependent variable is a binary one (0/1).
How should I proceed in stata?
I added (T-1) time dummies and estimate the model with clogit including firm as
the �group� variable. Therefore, what I did is the following:
clogit y1 x1-xk i.t, group(firm)
Does anyone know if it is correct to include time dummies when using clogit?
How do I check for a firm specific effect?
How do I assess the goodness of fit of the model?
Many thanks
Grazia
--
Grazia Santangelo, PhD
Facolt� di Scienze Politiche
Universit� degli Studi di Catania
Via Vitt. Emanuele, 8
95131 Catania
ITALY
----------------------------------------------------------------
Universit� di Catania - C.E.A.
Servizio di Posta Elettronica
http://www.cea.unict.it
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
---
[This E-mail scanned for viruses by Declude Virus]
--
Douglas M. Mahony, Ph.D.
Management Department
Moore School of Business
University of South Carolina
803 777 5975
--
---
[This E-mail scanned for viruses by Declude Virus]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
