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Re: st: OBS xtlogit/xtreg


From   Sergiy Radyakin <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: OBS xtlogit/xtreg
Date   Mon, 11 Nov 2013 18:19:15 -0500

Nerissa, check the messages that xtlogit produces. It does drop groups
under certain conditions, as the following example illustrates:
*************************************************
version 12.0
sysuse bplong, clear
xtset patient
replace bp=bp>146
replace age=age+1 if mod(_n,2)==0
xtreg bp age sex, fe vce(robust)
xtlogit bp age sex, fe
*************************************************
Hope this helps.

Best, Sergiy Radyakin


On Mon, Nov 11, 2013 at 5:35 PM, Alfonso Sanchez-Penalver
<[email protected]> wrote:
> Hi Nerissa,
>
> I believe that it is joy possible to answer your question with the information you provide. Please describe the response and explanatory variables better. Also you may want to show your exact commands so that we can get a better picture of the situation you are facing.
>
> Best regards,
>
> Alfonso Sanchez-Penalver
>
>> On Nov 11, 2013, at 5:09 PM, Nerissa Fanoembi <[email protected]> wrote:
>>
>> Hello,
>>
>> I research the effect of background characteristics (education, income and gender for example) on risk preferences over time.
>>
>> I want to run the model by using xtreg, fe or xtlogit, fe.
>>
>> By running xtreg, fe vce(robust) the obs are 1999 and by running the same regression with xtlogit, fe with and without vce(bootstrap) the obs are 800.
>>
>> How is it possible that xtlogit has significantly lower observations than xtreg?
>>
>> I am looking forward to hearing from you.
>>
>> Best Regards,
>>
>> Nerissa.
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