As this is adressed to me I will just answer that I don't know the
solution. This does not indicate that the solution is either difficult
or easy (or non-existent), it is just an indication that I don't use
panel data in my research so my active knowledge on the subject is
limited.
-- Maarten
--- Luis Ortiz <[email protected]> wrote:
> Dear Maarten,
>
> In the link you recommended to Federica, Dave Jacobs gives the
> expected
> explanation:
>
> "(...) 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:
> http://www.stata.com/statalist/archive/2008-01/msg00684.html
>
> -----------------------------------------
> 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
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
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-----------------------------------------
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
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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