Chad--
No doubt Stephen P. Jenkins will have better ideas, but you might
. clogit inv xvars t1-t16, group(firm) cluster(firm)
(-clogit- is the same as -xtlogit, fe-).
On 7/6/07, Larson, Chad <[email protected]> wrote:
I'm struggling to determine the most appropriate way to estimate a
hazard model for the following data:
Dependent Variable
Yitj=1,0 where i=istitutions, t=periods from t=0, and j=firm level
(Different institutions (i) are invested in firm (j) and then at some
point in time the firms choose to sell their investment)
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