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Re: st: xtlogit=logit, cluster(pid) ??
From
Joerg Luedicke <[email protected]>
To
[email protected]
Subject
Re: st: xtlogit=logit, cluster(pid) ??
Date
Fri, 18 Nov 2011 15:52:36 -0500
No. Why would you think so? What was your rationale for using
-xtlogit- in the first place?
-xtlogit- per default fits what is often referred to as "random
effects model". This means that you allow intercepts to vary across
your higher level units. Unless there is no variability across higher
level units at all, parameter estimates will differ from a -logit-
fit. Using -logit- with cluster robust standard errors only affects
your standard errors, but not your point estimates.
Joerg
On Fri, Nov 18, 2011 at 2:41 PM, Ladislav Kozak
<[email protected]> wrote:
> Hello Stata List,
>
> Since xtlogit does not allow pweights, I was thinking of doing logit
> dep indep1 indep2...[pweight=weight_name], cluster(pid).
>
> My question is whether performing logit with the cluster option is
> equivalent to the xtlogit command?
>
> thank you for your help,
> Ladislav
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