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AW: st: xtlogit (re) and logit: same results


From   "Andreas Kamp" <[email protected]>
To   <[email protected]>
Subject   AW: st: xtlogit (re) and logit: same results
Date   Sun, 17 Jul 2005 22:22:43 +0100

Jo,

I define

"tsset sysnr time"

where sysnr is an identification number for a company.

Actually "tsset sysnr time" is also used in the do-file for the pooled
logit model in order to introduce a time lag for some variables:

"tsset sysnr time
for var mas*: gen X_2 = l2.X"

Andreas


-----Urspr´┐Żngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von jyotsna
puri
Gesendet: Sonntag, 17. Juli 2005 20:57
An: [email protected]
Betreff: RE: st: xtlogit (re) and logit: same results

Andreas,
What is the variable you are using for i( )?
-Jo



Jyotsna (Jo) Puri
[email protected]




----Original Message Follows----
From: "Andreas Kamp" <[email protected]>
Reply-To: [email protected]
To: <[email protected]>
Subject: st: xtlogit (re) and logit: same results
Date: Sun, 17 Jul 2005 20:08:46 +0100

I am trying to estimate default probabilities using a pooled logit model
(logit) and a random effects panel logit model (xtlogit, re). I expected
to receive similar results for both estimations. However, the results
for both models are perfectly the same.
Why do I get the same results for both models? I would be extremely
grateful if someone could help me with this.

Thank you for your help

Andreas

University of Muenster
Germany

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