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Re: st: Interactions term in xtlogit model.
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: st: Interactions term in xtlogit model.
Date
Wed, 12 Oct 2011 16:17:35 +0200
On Wed, Oct 12, 2011 at 12:36 PM, natasha agarwal wrote:
> Following Stata tip 87, I estimated the following model
>
> xtlogit expdum lnk lnw lntfp age0 fdi_e lnexportfdi_pure e y14-y18, or
> fe (where fdi_e=lnexportfdi_pure*e and e is a dummy)
> margins, over(e) expression(exp(xb())) post
>
> and I get the following result
<snip>
> 0 (not estimable)
> 1 (not estimable)
The point of that Stata tip is that you should look at odds ratios,
which you already got by specifying the -or- option in -xtlogit-.
Trying to estimate odds differences is a lot harder when you have
covariates, and especially within a random or fixed effects context.
So I would forget about the latter.
Hope this helps,
Maarten (author of that Stata tip)
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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