st: unconditional fixed effect logit

["Noh, Grimm" <grimmnoh@wharton.upenn.edu>]

Hi,

I have a question regarding unconditional fixed-effect logit.

The unit of analysis for my data is firm-country-year and my dependent variable is 0 or 1. If firm A entered country X in year 2000, the value for dependent variable is 1 for firmA - CountryX - yr2000 combination.

I need to run unconditional fixed-effect logit, in order to control for unobserved heterogeneity in firms. However, I don't know how to do this because when I declare data before logit, if I try to group the data by "firms" to control for each firm's fixed effect, the stata won't run this because for each "firm", the data varies not only by years but also by country.

Is there a way I could control for the firm fixed-effect in this data structure?

I'm pretty new to stata, and I'd appreciate if you could teach me step by step. Thank you!!!



Grimm
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