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Re: st: helped with fixed effects logit


From   "R.E. De Hoyos" <redeho@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: helped with fixed effects logit
Date   Wed, 8 Mar 2006 00:15:54 -0000

Michael,

In order to estimate a -clogit- model you can think about the crisis behaviour (dependent variable) as being a function of "attributes" of the possible outcomes. I assume your dependent variable (DV) takes 2 (or more) values in discrete form, say crisis versus no crisis. Assuming your DV takes two values, then for each country (this will be the variable identifying -groups- in the -clogit- syntax, after the -reshape- suggested by Austin) you will have two possible values (crisis vs. no crisis) with one of them being the observed outcome. -clogit- then tries to explain the observed outcome in terms of "attributes" of the possible outcomes and "observed characteristics" of the countries. Unless you have a time dimension capturing transitions into and out of "democratic governments" , the democratic status of a country will be taken as a "characteristic" of the country rather than attributes of the outcomes.

I hope this helps,
Rafa


----- Original Message ----- From: "Michael Horowitz" <horowitz@fas.harvard.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, March 07, 2006 8:38 PM
Subject: Re: st: helped with fixed effects logit



They are not rare.  I am familiar with the relogit stuff.

On Tue, 7 Mar 2006, Clive Nicholas wrote:

Michael Horowitz:

> 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.

Stepping aside from -clogit-, are your events rare or not? If they are,
then you may want to consider Gary King and Langche Zeng's -relogit- which
you can download by going to

net from http://gking.harvard.edu/files/relogit.zip

Hope that helps.

CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: clive.nicholas@ncl.ac.uk
Newcastle University |http://www.ncl.ac.uk/geps

Whereever you go and whatever you do, just remember this. No matter how
many like you, admire you, love you or adore you, the number of people
turning up to your funeral will be largely determined by local weather
conditions.

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Michael Horowitz
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