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RE: st: random and fixed effects (when the all the outcomes are either positive or negative)

From   "Luis Ortiz" <[email protected]>
To   <[email protected]>
Subject   RE: st: random and fixed effects (when the all the outcomes are either positive or negative)
Date   Fri, 25 Jan 2008 11:15:34 +0100

Dear Maarten,

In the link you recommended to Federica, Dave Jacobs gives the expected

"(...) probably because your dependant variable counts for some cases don't
change over time".

I've got a similar problem for a research I'm carrying out on the likelihood
of being over-educated using the European Community Household Panel. It's a
different research from the one I've asked before to the Statalist (and
Stephen Jenkins has been so kind to respond).

In this case, I'm just looking at the state, not a process of transition
from one situation to another; in other words, I'm not doing survival
analysis, but just cross-sectional panel data analysis.

I've tried to run the Hausman test, in order to decide if I may keep the
random effects model (my initial choice) or I should go for a fixed effects
model. I've been careful to exclude any time-invariant covariate.

Yet, the results of output of xtlogit (fe) tell me precisely this: 

note: 6395 groups (12643 obs) dropped due to all positive or
      all negative outcomes.

Quite likely, there are a LOT of individuals (groups) for which all the
observations in the panel reveal that they are EITHER over-educated or not. 

What to do in this case? Does it reveal that the fixed-effects is the wrong
model to specify?....

Any suggestion in this respect would be very welcome

Thanks in advance

Luis Ortiz

-----Mensaje original-----
De: [email protected]
[mailto:[email protected]] En nombre de Maarten buis
Enviado el: viernes, 25 de enero de 2008 10:49
Para: [email protected]
Asunto: Re: st: random and fixed effects

--- [email protected] wrote:
> I am estimating a poisson either  random (xtpoisson) or fixed
> (xtpoisson, fe) effects. When I run the random effects model the
> observations  are about 88210. Instead when I run the fixed effects
> model the observations are about 80230.   Shouldn't I have the same
> number of observations?

Dave Jacobs already answered your question:

Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

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