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Re: st: Constant in logit panel fixed and panel logit 2SLS


From   Steve Samuels <[email protected]>
To   [email protected]
Subject   Re: st: Constant in logit panel fixed and panel logit 2SLS
Date   Fri, 7 Feb 2014 21:37:58 -0500




> 
> On Feb 7, 2014, at 5:14 PM, qingjing zhang <[email protected]> wrote:,
> 
> I am using panel logistic regressions on my data with Stata 12.
> However, I met some difficulties.
> 
> First, I do not understand why the logit fixed effect command
> (xtlogit, fe) produce a regression without a constant term.


Because -xtlogit- is equivalent to conditional logistic regression (-clogit-) as the
Manual entry makes clear (p.232 XT )

 
Typing
. xtlogit , fe
is equivalent to typing
. clogit , group(varname i) 

> 
> Second, to solve the endogeneity problem, I need to use the 2SLS for
> the panel logit model. I checked some reference, and found that I
> could do the panel 2SLS using (xtivreg) and logit 2SLS using
> (ivprobit) or (sspecialreg). However, I do not know how to do the
> logit panel 2SLS in STATA.


I don't know the answer to this one.  Note that correct spelling is "Stata" not "STATA"
> 

Steve Samuels
[email protected]
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