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Re: st: Panel regression using a binary dependent variable


From   Ulrich Kohler <[email protected]>
To   [email protected]
Subject   Re: st: Panel regression using a binary dependent variable
Date   Thu, 7 Dec 2006 21:57:06 +0100

On Thursday 07 December 2006 21:35, Claude Francoeur wrote:
> Our model contains a dichotomic dependent variable. Our data is organized
> in a panel (100 firms over 5 years). One of our revisors recommends a panel
> regression instead of the OLS that we did. We had used EViews to do our
> regressions. EViews does not permit panel regressions with fixed or random
> effects in a binary model. I own Stata 9 and I am in the process of
> learning how to use it. Is there anyway, with Stata,  to do a panel
> regression while controlling for fixed or random effects, considering our
> binary dependent variable? Any other way to test the robustness of our
> results?

Yes, there is.

Try out the command

. xtlogit depvar indepvarlist, re

for the random effects specification, and

. xtlogit depvar indepvarlist, fe

for the fixed effects specification (aka conditional logit).

I don't know Eviews. However to use Stata's panel commands your data must be
organised in a specific way. You might take a look at -help xt- and  -help
reshape-, to start with.

Uli

-- 
Ulrich Kohler
[email protected]
030/25491-361
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