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| From | Maarten Buis <maartenlbuis@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: xtreg, fe and xtlogit, fe |
| Date | Thu, 13 Oct 2011 16:18:55 +0200 |
On Thu, Oct 13, 2011 at 4:04 PM, natasha agarwal wrote: > I was trying to estimate the following model > > xtreg x a y y*g, fe vce(robust) > xtlogit x a y y*g, fe > > I get that the both y and the interaction term is insignificant in the > xtreg, fe model while y is significant and the interaction term is > insignificant in the xtlogit, fe model. > > I fail to understand the discrepancy I observe in the results. You get different results because the models measure different things. Linear regression is all about differences, while logistic regression is all about ratios. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/