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From | Maarten buis <maartenbuis@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Re: Making Cohorts |
Date | Thu, 28 Oct 2010 13:02:07 +0100 (BST) |
--- On Thu, 28/10/10, ajjee <wrote: > I want to implement the following strategy on my data. > > > Consider now the basic linear individual effect model > > yit = ai + bXit + uit i = 1,..N; t = 1,..T eq(1) > > where Xit is a (K x 1) vector of explanatory variables > which we assume exogenous to the model, index t and > i refer to time and individuals respectively. > Assuming, for simplicity, that there is a unique regressor > (K = 1), if we aggregate all observations to cohort level, > the resulting model can be written as > > (y-bar)_ct = (a-bar)_ct + b(x-bar)_ct + (u-bar)_ct c = 1,..C > > > where (x-bar)_ct is the average value of all observed > xit’s in cohort c at time t, and analogously for the other > variables in the model. The resulting data set is a pseudo > panel with repeated observations over T periods and C > cohorts. > > now I want to make cohorts (say for) birth year and then > want to aggregate the data as above. But I have 15 countries > also and I want to analyse particular attitudes in countries > based on three year surveys(6 waves). You earlier stated that you wanted to do a -logit- analysis. This type of averaging does not work in non-linear models, like -logit-. You can do the computations, but the results just don't mean what you think they mean. Instead you should look at -xtlogit- and -xtmelogit-. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/