Grazia,
Here it is again for you...
C.
> Grazia,
>
> Assuming that your response variable does indeed follow a logisitic
> distribution, then -xtlogit, fe- would be the place to start.
>
> As for time dummies, I see no difficulties in using them so long as you
> have adequately large numbers of observations in your dataset, which
> _might_ be a problem if you have got a lot of missing values in your
> response variable column.
>
> Unfortunately, I cannot advise you comprehensively on -clogit-. I'm not
> that clever! I would think that using time counters would be satisfactory,
> but other (better) statisticians on this list might think otherwise. To
> test for firm-specfic effects, could you not run a command such as:
>
> xi: xtlogit depvar x1 x2 i.firm, fe ?
>
> Maybe you could assess them this way.
>
> Hope all this helps.
>
> C.
>
> Grazia Santangelo wrote:
>
>> 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?
>
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