Fei Deng wrote:
> Is there a way to predict the fixed effects after xtlogit fe? For
> example, after xtlogit y x1 x2 x3, i(hid) fe, it seems to me the predict
> (xb) command doesn't include the household specific fixed effect. If I
> really want to know the household specifix fixed effect, is there a way
> to get it? Will the gllamm report the fixed effects?
Using a play dataset, with "sex" as the fixed effect, is this what you're
looking for?
. use http://www.stata-press.com/data/r9/choice.dta
. xtlogit choice car income size dealer, i(sex) fe
note: multiple positive outcomes within groups encountered.
Iteration 0: log likelihood = -456.52627
Iteration 1: log likelihood = -456.50694
Iteration 2: log likelihood = -456.50694
Conditional fixed-effects logistic regressionNumber of obs = 885
Group variable (i): sex Number of groups = 2
Obs per group: min = 237
avg = 442.5
max = 648
LR chi2(4) = 201.00
Log likelihood = -456.50694 Prob > chi2 = 0.0000
---------------------------------------------------------------------------
choice | Coef. Std. Err. z P>|z| [95% Conf. Interval]
----------+----------------------------------------------------------------
car | -.629198 .25357 -2.48 0.013 -1.126186 -.1322099
income | -.0058063 .0069054 -0.84 0.400 -.0193407 .0077281
size | .1585559 .0916049 1.73 0.083 -.0209865 .3380983
dealer | .0869242 .0282616 3.08 0.002 .0315326 .1423158
---------------------------------------------------------------------------
. predict effect, xb
. tab sex, sum(effect)
| Summary of Linear prediction
sex | Mean Std. Dev. Freq.
------------+------------------------------------
female | -.30800892 1.0851767 237
male | -.18530048 1.0952779 648
------------+------------------------------------
Total | -.21816138 1.0933217 885
If so - and perhaps there is a more elegant way of doing it than this -
you can also acheive the same result by:
. clogit choice car income size dealer, group(sex) [or]
If not, I'm stumped!
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Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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