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Re: re:RE: st: unconditional fixed effect logit


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: re:RE: st: unconditional fixed effect logit
Date   Mon, 31 Jan 2011 11:39:34 -0500

Maarten--
I suspect Grimm wants to put dummies in his logit,
but Grimm should read e.g.

http://www.stata.com/statalist/archive/2007-10/msg00926.html

Abrevaya, Jason. 1997. ‘‘The Equivalence of Two Estimators of the
Fixed-Effects Logit Model.’’ Economics Letters 55:41–43.

Greene, William. 2004. ‘‘The Behaviour of the Maximum Likelihood
Estimator of Limited Dependent Variable Models in the Presence of
Fixed Effects.’’ Econometrics Journal 7:98–119.

On Mon, Jan 31, 2011 at 11:12 AM, Maarten buis <[email protected]> wrote:
> --- On Mon, 31/1/11, Noh, Grimm wrote:
>> I'm asked to run "unconditional" fixed effect logit, but
>> if I do "xtlogit, fe", that gives me "conditional" fixed
>> effect logit.
>>
>> How can I do unconditional fixed effect logit?
>
> As I understand it conditional logit and fixed effects logit
> are just different names for the same thing. This is very
> common, especially when the same technique is "discovered"
> multiple times in different disciplines.
>
> -- Maarten

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