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Re: st: what does Stata do with the fixed-effect in Xtlogit
From
Milet Emmanuel <[email protected]>
To
[email protected]
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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