I am familiarizing myself with 'gllamm' and have a question regarding a difference from 'xt'. I have panel-data (2 level model) with binary outcomes. In using 'xtlogit', I can include an entire set of mutually exclusive dummies (e.g., if there are three dummies for race, you can include all three). In the equivalent 'gllamm' model, I receive a conformability error. In most other Stata commands (e.g., regress) Stata catches your error and will automatically drop one of the variables for you.
I was curious as to why 'xt' would allow the entire set of categorical indicators and why 'gllamm' does not. Is there a difference between the two in the way repeated observations are treated?
Thanks,
Rudy Espino
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