Not knowing your data, I cannot be sure if this is the reason for all the
variables. But, it is likely the reason for some. xtlogit is a fixed
effects model and the basic fixed effects models does not allow variables
that are invariant for a unit. So, variables like sex do not change
across periods. A person is the same sex every time they are observed.
So, there is no variation on this variable across observations for a
person, so the variable is dropped.
Any such variable, that does not have within-person variation, will be
dropped.
Hope this helps.
Sam
On Mon, 1 Aug 2005, Jenny Xin Liu wrote:
> Any comments or advice you may have are highly appreciated.
>
> We cannot figure out what is going on with the logit model that we are running. We have panel data
> on all physicians in California and are estimating the probability that they leave California.
> When running linear and probit models using the same dataset and variables, we are able to obtain
> estimates, which are similar to each other. However, when running the xtlogit command using fixed
> effects and grouping on county, stata gives us the following output (in addition to it taking a
> very long time to run).
>
> Does anyone have any ideas why all the variables are being dropped out? Thank you.
> Jenny Liu
>
> xtlogit leave age sex CAborn foreign CAres loclos y1998 y1999 y2000 y2001 y2002 mcalpct hospdum
> medpsydum surgobdum hospratio medpsyratio surgobratio bedsratio oldpct bdiscord hdiscord adiscord
> bdisxlos hdisxlos adisxlos hmoratio incratio, fe i(cnty)
>
> note: multiple positive outcomes within groups encountered.
> note: 7 groups (39 obs) dropped due to all positive or
> all negative outcomes.
> Iteration 0: log likelihood = -8.988e+307
>
> Conditional fixed-effects logit Number of obs = 11467
> Group variable (i) : cnty Number of groups = 43
>
> Obs per group: min = 2
> avg = 266.7
> max = 3681
>
> LR chi2(28) = .
> Log likelihood = . Prob > chi2 = .
>
> ------------------------------------------------------------------------------
> leave | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> age | (dropped)
> sex | (dropped)
> CAborn | (dropped)
> foreign | (dropped)
> CAres | (dropped)
> loclos | (dropped)
> y1998 | (dropped)
> y1999 | (dropped)
> y2000 | (dropped)
> y2001 | (dropped)
> y2002 | (dropped)
> mcalpct | (dropped)
> hospdum | (dropped)
> medpsydum | (dropped)
> surgobdum | (dropped)
> hospratio | (dropped)
> medpsyratio | (dropped)
> surgobratio | (dropped)
> bedsratio | (dropped)
> oldpct | (dropped)
> bdiscord | (dropped)
> hdiscord | (dropped)
> adiscord | (dropped)
> bdisxlos | (dropped)
> hdisxlos | (dropped)
> adisxlos | (dropped)
> hmoratio | (dropped)
> incratio | (dropped)
> ------------------------------------------------------------------------------
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
