Isabelle--
Please, next time, as the Statalist FAQ request, show exactly what
-xtlogit- command you would like -clogit- to duplicate.
I think you misunderstand the relation of -xtlogit- with the "fe" option
to -clogit-. They are equivalent, as the manual entries make clear. Run
the code below for a demonstration. In fact, the full title of -clogit- is
"Conditional (fixed-effects) logistic regression." These commands
suppress intercepts for the panels (-xtlogit-) or groups (-clogit-). Since
you give no details , I cannot tell if "individuals" and "countries" are
the group variables you have used in -clogit-. If you wish to add dummy
variables and estimate the intercepts explicitly, use ordinary -logit-.
This is a bad idea if you do not have enough observations to estimate the
intercepts with good precision. Even if you have enough observations, it
is probably still a bad idea. What are you going to do with the
intercepts? With hundreds (or thousands) of countries and individuals,
you will get pages of output. Instead, consider -xtmelogit-, which will
allow you to model random slopes in addition to random intercepts. Unlike
-clogit- and -xtlogit, fe-, -xtmelogit- followed by -predict- will
estimate useful predicted probabilities, including probabilities for
groups, considered as random effects.
-Steve
*************BEGIN CODE********************
webuse union, clear
xtset idcode
xtlogit union age, fe
clogit union age, group(idcode)
**********END CODE*********************
On Mar 19, 2009, at 3:08 PM, [email protected] wrote:
Dear Statalisters,
I would like to run a conditional logit and add individual and countries
fixed effects, but I dont find the command which corresponds to
*xtlogit...fe* for the conditional logit model: it seems that it does not
exist. So I am to create dummies and add them in the traditional
conditional model. Do you think it is a good idea?
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