Was there not a message at the top of the output following -xtlogit,fe-
stating why they were dropped? Something like:
note: 108 groups (453 obs) dropped due to all positive or
all negative outcomes.
Scott
> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Claude Francoeur
> Sent: Saturday, December 09, 2006 9:30 AM
> To: [email protected]
> Subject: st: Using xtprobit pa, xtprobit re or xtlogit fe ?
>
> Hello,
>
> My data is organized in a panel (100 firms over 5 years) with a binary
> dependent variable.
>
> I get interesting results, using xtprobit, pa or re (N = 581 and no of
> groups = 135). Here are the commands:
>
> xtprobit pw boardcomp compensation shrights disclosure tech mv endet cot
> volat march conc, pa i(i)
>
> xtprobit pw boardcomp compensation shrights disclosure tech mv endet cot
> volat march conc, re i(i)
>
>
> Using xtlogit and controlling for fixed effects, all coefficients become
> non
> significant (N = 128 and no of groups = 27)
>
> xtlogit pw boardcomp compensation shrights disclosure tech mv endet cot
> volat march conc, fe i(i)
>
> Why does xtlogit eliminate so many observations and all significance? Is
> xtlogit appropriate ?
>
> Thanks,
>
> Claude
>
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