Dear Professor,
Can you please give me the title of Honor� (2002) paper? i am sorry i am
not familar with this literature
thanks a lot
Levy
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Wednesday, October 27, 2004 4:40 PM
Subject: st: RE: fixed effect logit model
> The short answer to your first question is because this is the nature of
the
> FE logit model.
> Indeed it only uses observation that switch from one period to the other
(1
> to 0) or (0 to 1).
> A comprehensive survey of fixed effects panel data models is in Honor�
> (2002). Or you can look at
> Chamberlain, G. (1985): "Heterogeneity, Omitted Variable Bias, and
Duration
> Dependence,"
> in Longitudinal Analysis of Labor Market Data, ed. by J. J. Heckman, and
B.
> Singer, no. 10
> 41in Econometric Society Monographs series,, pp. 3-38. Cambridge
University
> Press, Cambridge,
> New York and Sydney.
> anna
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Levy Lee
> Sent: 27 October 2004 10:28
> To: [email protected]
> Subject: st: fixed effect logit model
>
>
> Dear Statalister,
>
> Just a quick and maybe naive question, why the sample size shrinked
when i
> estimate a fixed effect logit model using an unbalanced panel dataset?
>
> the question goes like this:
>
> i firstly estimate estimate an ordinary pulled data logit model with a
> three year panel of 3107 observations for 1241 firms. when i tried the
fixed
> model, the observation number dropped to 1045 observations, which only
> captured 427 firms. can you tell me why?
>
> also, why these is no a similar xtprobit model for fixed effect?
>
> thanks
>
> Levy
>
>
>
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