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Re: st: helped with fixed effects logit


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: helped with fixed effects logit
Date   Tue, 7 Mar 2006 14:22:48 -0500

Not my field, but I think you should have two observations on each
crisis, one for each country--otherwise you are constraining the
effect of democstateA and democstateB to be the same when they
represent different countries, right?  I mean, if Sudan is country A
one time and country B another time, then Sudan is making a
contribution to both coefficients, and which one they contribute to in
which year is arbitrary, right?  Once you -reshape democstate,
i(crisis_id) j(state) str- you can

clogit DV democ controls, group(country_id)

I guess--but have you considered whether democstate is exogenous to
crisis behavior?  Especially in the fixed-effects formulation, where
you are identifying the effect off changes in status, from democracy
to not, or from not democ to democ, I would guess that crises can
cause democ status at least as much as vice versa.  Not to name any
names or dates.

On 3/7/06, Michael Horowitz <horowitz@fas.harvard.edu> wrote:
> To whom it may concern:
>
> I have a paper where I am examining the impact of democracy on crisis
> behavior.  I need to estimate a fixed effects or conditional logit model
> but I am not sure how.
>
> The data is set up dyadically, meaning each observation has data on the
> crisis and data for state A in the crisis and state B in the crisis
>
> Here is the functional form of the logistic regression I have run
>
> logit DV democstateA democstateB control1 control2 control3 control4
>
> I need to estimate a fixed effects model to control for the impact of
> specific countries.  I know that I need to use conditional logit to
> control for unmeasured heterogeneity.
>
> But I am not sure how to do it.  Specifically, in the clogit setup, it
> should look like:
>
> clogit DV democstateA democstateB control1 control2 control3 control4,
> group(????).
>
> What I am unclear about is what goes in the parentheses.  If anyone could
> assist, I would very much appreciate it.  I apologize for asking such a
> basic question.
>
> Regards,
> Michael Horowitz
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