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Re: st: Is there anything in logit similar to the absorb option in areg?
From
Maarten buis <[email protected]>
To
[email protected]
Subject
Re: st: Is there anything in logit similar to the absorb option in areg?
Date
Wed, 26 May 2010 07:28:57 +0000 (GMT)
--- On Wed, 26/5/10, Leigh Lee wrote:
> In areg, absorb option accomodats a large number of
> dummies. Is there anything simiar in the routine to
> estimate logit (or probit)?
-areg- is a (outdated) way of doing a fixed effects
regression. However, the trick of adding dummies in order
to estimate a fixed effects regression does not work in
non-linear models. The "classic reference" on this list
regarding this issue is:
<http://www.stata.com/statalist/archive/2003-09/msg00103.html>
If you want to do a fixed effects regression use -clogit-
instead.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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