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st: Interpreting the dropped variables of clogit
From
"Rienzo, C" <[email protected]>
To
"stata ??" <[email protected]>
Subject
st: Interpreting the dropped variables of clogit
Date
Wed, 24 Nov 2010 13:57:14 -0000
Dear all,
I wonder whether you could help me to confirm/understand the
interpretation of variables dropped in a conditional logit model.
I have been reading some past FAQ:
http://www.stata.com/statalist/archive/2009-03/msg01161.html
http://www.stata.com/statalist/archive/2005-08/msg00036.html
but I am still have a doubt.
I am using a long (unbalanced) panel data; say I am interested in
estimating the marginal effects to be in part time (PT) job for a
worker given a set of workers and firms characteristics.
Therefore PT=1 if worker is in part time job
PT=0 if Not in part time job.
Now when running the clogit STATA will report that “all positive and
all negative values dropped”.
My understanding in this specific case is that STATA will drop workers
that either ALWAYS had PT job or NEVER had PT job, that is when there
is no within variation.
Is this correct?
Or the dropped observations are due to any other variable that has not within variation not only for the part time one?
Many thanks,
cinzia
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