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Re: st: specifying the nested design for xtmelogit


From   Alfonso Sanchez-Penalver <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: specifying the nested design for xtmelogit
Date   Thu, 7 Nov 2013 23:23:38 -0500

Hi again Dana,

I was finally able to get some reading done. I do believe that there may be crossed effects between the industry and the firm since several firms are in different industries. To capture these you want to include an interaction between both factors in the model. That is:

xtmelogit Y X industry#firm || industry: || firm:

Best,

Alfonso Sanchez-Penalver

> On Nov 6, 2013, at 12:38 PM, Dana Shills <[email protected]> wrote:
> 
> My data is of the following format - I have multiple years of observations on firms in different industries. The industries are defined at a very dis-aggregated level so each firm is not associated with just one industry but with multiple industries and this classification doesn't change over time. For instance: Firm A is associated with 4 different industries and we have three years of data, so there are 12 observations on firm A. My dependent variable, Y, is  0/1 (Did the firm make an announcement in that industry in that year or not). X is a vector of covariates.
> 
> I am using the following nested random effects model accounting for the multiple observations per firm and the multiple firms in each industry.
> 
> xtmelogit Y X ||industry: ||firm: 
> 
> Is this correct given that each firm is not just associated with just one industry?
> 
> Thanks
> 
> Dana                         
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