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Re: st: what does Stata do with the fixed-effect in Xtlogit


From   Milet Emmanuel <emmanuel.milet@cepii.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: what does Stata do with the fixed-effect in Xtlogit
Date   Tue, 15 Feb 2011 12:25:24 +0100

Hi,

I looked at the clogit file, and unfortunately my knowledge on progamming does not allow me to understand anything... I could not catch any function that I know that could give me a hint...

But thanks for the answer.

best,
Emmanuel Milet

Le 15/02/2011 12:07, Klaus Pforr a écrit :
<>

Dear Emmanuel,

fixed effect logit is calculated via clogit.ado. Here, the fixed effect is not estimated explicitly, but is "conditioned out". Read clogit.ado's help doc for a first impression.

best

Klaus Pforr

Am 15.02.2011 12:01, schrieb Milet Emmanuel:
Dear statalist users,

I have a simple interrogation regarding the Xtlogit procedure:
what does stata actually do with the fixed effect ? In an xtreg it subtracts the mean, but I could not find in the xtlogit.ado any clue about what's going on here.

I wonder since when I run the two following estimations, my results are somehow different:

Estimation 1: xtlogit y x1 x2, fe i(panel_var)
Estimation 2: xi: logit x x1 x2 i.panel_var

I would rather trust the Estimation 2, but I wonder why the results are different.

Here is an abstract of the results, for you to see the differences:

With the Xtlogit:
------------------------------------------------------------------------------ xstatus | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lgdpc | 1.135492 .1741228 6.52 0.000 .794218 1.476767 lpop | .9073863 .0665109 13.64 0.000 .7770274 1.037745 ldist | -.9110466 .0912266 -9.99 0.000 -1.089848 -.7322458

With the Logit including fixed-effects:
------------------------------------------------------------------------------ xstatus | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- lgdpc | 1.176038 .178538 6.59 0.000 .8261099 1.525966 lpop | .9565665 .0688508 13.89 0.000 .8216214 1.091512 ldist | -.9724132 .093985 -10.35 0.000 -1.15662 -.7882059


Thanks,

Emmanuel Milet
CEPII, Paris, France
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