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st: regressing a dummy variable: equivalence between -xtreg and -xtlogit


From   Francesco <[email protected]>
To   [email protected]
Subject   st: regressing a dummy variable: equivalence between -xtreg and -xtlogit
Date   Fri, 15 Jun 2012 21:33:28 +0200

Dear Statalist,

I have a large panel dataset and I would like to know the effect of a
dummy variable D on the probability of occurrence of another dummy
variable Y.

Lets assume I xtset my dataset first : -xtset ID and I perform the
following regressions :

-xtreg Y D, fe vce(cluster id2)

-xtlogit Y D, fe vce(robust)

My question is the following : in the fixed effect regression (which,
I know, is not the best approach for regressing a dummy variable) the
value of the parameter associated to D (lets say 0.3) tells me that
the proportion Y increases by 30 percentage points when the dummy
variable D is 1.
How can I obtain the same intuitive interpretation for the results of
the fixed effect logictic regression ? I was thinking of the command :
 margins , dydx(D) predict(pu0) atmeans ? Is it correct ?

Many thanks for your remarks,
Best Regards,
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