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st: panel data with binary dependent variable


From   [email protected]
To   [email protected]
Subject   st: panel data with binary dependent variable
Date   Wed, 7 Jan 2004 15:36:17 +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

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