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st: RE: RE: xtlogit (re) and logit: same results


From   "Scott Merryman" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: xtlogit (re) and logit: same results
Date   Tue, 19 Jul 2005 04:35:20 -0500

> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Andreas Kamp
> Sent: Tuesday, July 19, 2005 4:37 AM
> To: [email protected]
> Subject: st: RE: xtlogit (re) and logit: same results
> 
> Dear Stata-Users,
> 
> as I still haven't found an answer to my question, let me try to precise
> my question.
> 
> As I mentioned before, I am trying to estimate default probabilities
> using a pooled logit model (logit) and a random effects panel logit
> model (xtlogit, re). Results for both models are perfectley the same.
> 
<snip>

Because they are the same.  From [XT] xtlogit, page 167 "When rho is zero,
the panel-level variance component is unimportant, and the panel estimator
is no different from the pooled estimator....."

Scott



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