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Re: st: xtlogit vs. logit with dummies
Sarit,
Unlike the cases of OLS and Poisson regression, fixed effects logit is not equivalent to
logit with dummy variables for the cross-sectional units. Logit with dummy variables for
the cross-sectional units produces inconsistent estimates except in the unusual case where
the number of observations per group is large. There is a short entry on this in the
Stata manual description for -clogit- under the section "Fixed-effects logit" (p. 224 of
Version 9 Reference A-J manual) which gives some references.
Dave Harless
Sarit Weisburd wrote:
Hello,
I am confused by the large estimated differences I see when using
xtlogit fe by(hid)
and logit with dummies for hid. Does anyone know why the results are
so different? Which one is more correct?
Thanks,
Sarit
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