Re: st: what does Stata do with the fixed-effect in Xtlogit

[Klaus Pforr <klaus.pforr@mzes.uni-mannheim.de>]

<>

Dear Emmanuel,

fixed effect logit is calculated via clogit.ado. Here, the fixed effect 
is not estimated explicitly, but is "conditioned out". Read clogit.ado's 
help doc for a first impression.

best

Klaus Pforr

Am 15.02.2011 12:01, schrieb Milet Emmanuel:
> Dear statalist users,
>
> I have a simple interrogation regarding the Xtlogit procedure:
> what does stata actually do with the fixed effect ? In an xtreg it 
> subtracts the mean, but I could not find in the xtlogit.ado any clue 
> about what's going on here.
>
> I wonder since when I run the two following estimations, my results 
> are somehow different:
>
> Estimation 1: xtlogit y x1 x2, fe i(panel_var)
> Estimation 2: xi: logit x x1 x2 i.panel_var
>
> I would rather trust the Estimation 2, but I wonder why the results 
> are different.
>
> Here is an abstract of the results, for you to see the differences:
>
> With the Xtlogit:
> ------------------------------------------------------------------------------ 
>
>      xstatus |      Coef.   Std. Err.      z    P>|z|     [95% Conf. 
> Interval]
> -------------+---------------------------------------------------------------- 
>
>        lgdpc |   1.135492   .1741228     6.52   0.000      .794218    
> 1.476767
>         lpop  |   .9073863   .0665109    13.64   0.000     .7770274    
> 1.037745
>        ldist    |  -.9110466   .0912266    -9.99   0.000    
> -1.089848   -.7322458
>
> With the Logit including fixed-effects:
> ------------------------------------------------------------------------------ 
>
>      xstatus |      Coef.   Std. Err.      z    P>|z|     [95% Conf. 
> Interval]
> -------------+---------------------------------------------------------------- 
>
>        lgdpc |   1.176038    .178538     6.59   0.000     .8261099    
> 1.525966
>         lpop  |   .9565665   .0688508    13.89   0.000     .8216214    
> 1.091512
>        ldist    |  -.9724132    .093985   -10.35   0.000     
> -1.15662   -.7882059
>
>
> Thanks,
>
> Emmanuel Milet
> CEPII, Paris, France
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--
__________________________________

Klaus Pforr
MZES AB - A
Universität Mannheim
D - 68131 Mannheim
Tel:  +49-621-181 2801 (nachmittags)
fax:  +49-621-181 2803
URL:  http://www.mzes.uni-mannheim.de

Besucheranschrift: A5, Raum A312
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*
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