re:RE: st: unconditional fixed effect logit

[Christopher Baum <kit.baum@bc.edu>]

<>
> Sorry, but I didn't quiet understand.
> I want to know how I can run unconditional fixed effect logit, controlling for unobserved firm effects,
> when my data structure is firm-country-year, not firm-year.
> 
> I didn't quiet get how egen helps me do that.


If you have firm-country-year data, and want to convert it into (firm+country)-year data, you need a variable identifying each distinct combination of firm and country so that you can xtset the data by (i) and (t). To create such a variable, which then becomes the (i), use egen combo = group(firm country) and then you may use combo in xtset.

Kit

Kit Baum   |   Boston College Economics & DIW Berlin   |   http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   http://www.stata-press.com/books/imeus.html


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