I have an unbalanced panel of firms and times and three other explanatory
variables.
I want to estimate a fixed effect model with fixed effects for: firms and time.
My dependent variable is a binary one (0/1).
How should I proceed in stata?
I added (T-1) time dummies and estimate the model with clogit including firm as
the �group� variable. Therefore, what I did is the following:
clogit y1 x1-xk i.t, group(firm)
Does anyone know if it is correct to include time dummies when using clogit?
How do I check for a firm specific effect?
How do I assess the goodness of fit of the model?
Many thanks
Grazia
--
Grazia Santangelo, PhD
Facolt� di Scienze Politiche
Universit� degli Studi di Catania
Via Vitt. Emanuele, 8
95131 Catania
ITALY
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