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st: RE: Using xtprobit pa, xtprobit re or xtlogit fe ?
Claude,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Claude Francoeur
> Sent: 09 December 2006 15:30
> To: [email protected]
> Subject: st: Using xtprobit pa, xtprobit re or xtlogit fe ?
>
> Hello,
>
> My data is organized in a panel (100 firms over 5 years) with
> a binary dependent variable.
>
> I get interesting results, using xtprobit, pa or re (N = 581
> and no of groups = 135). Here are the commands:
>
> xtprobit pw boardcomp compensation shrights disclosure tech
> mv endet cot volat march conc, pa i(i)
>
> xtprobit pw boardcomp compensation shrights disclosure tech
> mv endet cot volat march conc, re i(i)
>
>
> Using xtlogit and controlling for fixed effects, all
> coefficients become non significant (N = 128 and no of groups = 27)
>
> xtlogit pw boardcomp compensation shrights disclosure tech mv
> endet cot volat march conc, fe i(i)
>
> Why does xtlogit eliminate so many observations and all
> significance? Is xtlogit appropriate ?
You are comparing the results of xtprobit,re or pa with xtlogit,fe. Why
don't you compare the xtprobit results with xtlogit using the same
options? This should tell you if it's the estimator or re/pa/fe that is
driving the difference.
--Mark
>
> Thanks,
>
> Claude
>
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