Sorry to disappoint but the correct answer is no. Fixed effects logit
is a conditional maximum likelihood estimator - the fixed effects are
not and cannot be estimated, they are instead conditioned out of the
model.
Cheers,
Steve
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Fei Deng
Sent: Thursday, October 13, 2005 2:09 PM
To: [email protected]
Subject: st: predict fixed effect using xtlogit fe
Hi Everyone,
Is there a way to predict the fixed effects after xtlogit fe? For
example, after xtlogit y x1 x2 x3, i(hid) fe, it seems to me the predict
(xb) command doesn't include the household specific fixed effect. If I
really want to know the household specifix fixed effect, is there a way
to
get it? Will the gllamm report the fixed effects?
Thanks,
Fei
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