Dear Maarten,
In the link you recommended to Federica, Dave Jacobs gives the expected
explanation:
"(...) probably because your dependant variable counts for some cases don't
change over time".
I've got a similar problem for a research I'm carrying out on the likelihood
of being over-educated using the European Community Household Panel. It's a
different research from the one I've asked before to the Statalist (and
Stephen Jenkins has been so kind to respond).
In this case, I'm just looking at the state, not a process of transition
from one situation to another; in other words, I'm not doing survival
analysis, but just cross-sectional panel data analysis.
I've tried to run the Hausman test, in order to decide if I may keep the
random effects model (my initial choice) or I should go for a fixed effects
model. I've been careful to exclude any time-invariant covariate.
Yet, the results of output of xtlogit (fe) tell me precisely this:
note: 6395 groups (12643 obs) dropped due to all positive or
all negative outcomes.
Quite likely, there are a LOT of individuals (groups) for which all the
observations in the panel reveal that they are EITHER over-educated or not.
What to do in this case? Does it reveal that the fixed-effects is the wrong
model to specify?....
Any suggestion in this respect would be very welcome
Thanks in advance
Luis Ortiz
-----Mensaje original-----
De: [email protected]
[mailto:[email protected]] En nombre de Maarten buis
Enviado el: viernes, 25 de enero de 2008 10:49
Para: [email protected]
Asunto: Re: st: random and fixed effects
--- [email protected] wrote:
> I am estimating a poisson either random (xtpoisson) or fixed
> (xtpoisson, fe) effects. When I run the random effects model the
> observations are about 88210. Instead when I run the fixed effects
> model the observations are about 80230. Shouldn't I have the same
> number of observations?
Dave Jacobs already answered your question:
http://www.stata.com/statalist/archive/2008-01/msg00684.html
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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