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Re: st: clogit - panel data with binary dependent variable


From   "Clive Nicholas" <[email protected]>
To   [email protected]
Subject   Re: st: clogit - panel data with binary dependent variable
Date   Fri, 9 Jan 2004 23:34:20 -0000 (GMT)

Grazia,

This has already been posted to the list. I made the best attempt I could
to answer most of your questions.

Did you believe my suggestions to be unsatisfactory in any way?

C.

Grazia Santangelo wrote:

> 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.
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*
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